-7.5%
CDW vs AMRZ
-17.5%
+10.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.4% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | +14.7% | +15.1% | -0.3% | +11.8% |
| 3M | +11.1% | -18.1% | +29.2% | +15.0% |
| 6M | +45.6% | -23.5% | +69.0% | +51.8% |
| YTD | +17.1% | -21.6% | +38.7% | +19.4% |
| 1Y | +13.2% | -14.7% | +27.9% | +11.6% |
| All | -7.5% | -17.5% | +10.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling