+86.9%
CDNS vs AMBA
-69.1%
+156.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | +2.4% | -2.6% | +5.1% | +3.2% |
| 30D | -6.0% | -10.5% | +4.5% | -3.2% |
| 3M | -0.1% | -26.4% | +26.3% | +8.2% |
| 6M | -8.6% | -20.9% | +12.3% | -6.6% |
| YTD | +6.1% | -14.8% | +20.9% | +4.5% |
| 1Y | +0.8% | -36.1% | +36.9% | +6.9% |
| 3Y | +26.8% | +20.2% | +6.6% | +3.1% |
| 5Y | +86.9% | -67.2% | +154.1% | +91.5% |
| All | +86.9% | -69.1% | +156.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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