+96,674.4%
AMAT vs CDNS
+6,495.0%
+90,179.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -11.3% |
| 7D | -24.3% | -9.1% | -15.1% | -21.0% |
| 30D | -39.8% | -13.4% | -26.4% | -35.8% |
| 3M | -40.2% | -7.6% | -32.6% | -38.1% |
| 6M | -22.1% | -11.9% | -10.2% | -17.8% |
| YTD | +24.7% | -0.4% | +25.0% | +23.7% |
| 1Y | +33.3% | -4.9% | +38.2% | +35.0% |
| 3Y | +133.9% | +24.8% | +109.1% | +111.7% |
| 5Y | +117.1% | +75.0% | +42.1% | +73.2% |
| 10Y | +1,158.7% | +1,149.2% | +9.4% | +399.8% |
| All | +96,674.4% | +6,495.0% | +90,179.4% | +13,729.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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