+985.1%
CDW vs AMP
+745.9%
+239.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.2% |
| 7D | +9.3% | +3.9% | +5.4% | +7.3% |
| 30D | +14.4% | +5.1% | +9.2% | +11.8% |
| 3M | +21.4% | -8.7% | +30.1% | +27.1% |
| 6M | +72.8% | +11.4% | +61.4% | +63.0% |
| YTD | +28.0% | +7.3% | +20.7% | +22.5% |
| 1Y | +19.3% | +14.6% | +4.8% | +10.4% |
| 3Y | -15.3% | +61.2% | -76.5% | -34.6% |
| 5Y | -3.8% | +81.0% | -84.8% | -31.1% |
| 10Y | +318.5% | +468.0% | -149.5% | +66.9% |
| All | +985.1% | +745.9% | +239.2% | +259.7% |
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