+863.2%
CDW vs AMP
+809.7%
+53.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +9.3% | -0.1% | +9.4% | +9.3% |
| 3M | +9.8% | +23.6% | -13.8% | -1.6% |
| 6M | +23.3% | +20.4% | +3.0% | +11.6% |
| YTD | +13.7% | +15.4% | -1.8% | +4.8% |
| 1Y | -6.5% | +11.0% | -17.4% | -12.4% |
| 3Y | -25.2% | +70.5% | -95.7% | -44.0% |
| 5Y | -19.5% | +121.4% | -140.9% | -47.8% |
| 10Y | +285.8% | +575.6% | -289.8% | +41.8% |
| All | +863.2% | +809.7% | +53.5% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling