+137,736.4%
AMAT vs CDNS
+6,098.4%
+131,638.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +6.0% |
| 7D | -1.5% | -14.0% | +12.5% | +4.7% |
| 30D | -14.8% | -13.2% | -1.6% | -9.9% |
| 3M | -9.3% | -28.9% | +19.6% | +4.5% |
| 6M | +27.4% | -4.2% | +31.6% | +28.6% |
| YTD | +77.6% | -6.4% | +83.9% | +80.2% |
| 1Y | +188.9% | -16.2% | +205.2% | +206.9% |
| 3Y | +202.3% | +20.2% | +182.1% | +177.0% |
| 5Y | +248.9% | +76.6% | +172.3% | +176.7% |
| 10Y | +1,585.2% | +1,029.7% | +555.5% | +593.5% |
| All | +137,736.4% | +6,098.4% | +131,638.1% | +20,042.6% |
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