+994.1%
CDW vs AMP
+746.9%
+247.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.6% | -1.1% | +3.6% | +3.2% |
| 30D | +20.4% | +4.4% | +16.0% | +18.1% |
| 3M | +28.5% | -7.3% | +35.8% | +33.5% |
| 6M | +70.6% | +12.9% | +57.7% | +59.8% |
| YTD | +29.1% | +7.5% | +21.6% | +23.4% |
| 1Y | +23.8% | +13.3% | +10.5% | +15.2% |
| 3Y | -14.5% | +60.8% | -75.3% | -33.9% |
| 5Y | -1.6% | +82.7% | -84.3% | -29.8% |
| 10Y | +322.0% | +468.7% | -146.7% | +68.2% |
| All | +994.1% | +746.9% | +247.2% | +262.5% |
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