+2,243.5%
CDNS vs AMBA
+837.3%
+1,406.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -14.0% | -11.0% | -3.1% | -11.7% |
| 30D | -13.2% | -23.2% | +10.0% | -7.9% |
| 3M | -28.9% | -12.7% | -16.2% | -28.2% |
| 6M | -4.2% | +11.2% | -15.4% | -9.4% |
| YTD | -6.4% | -11.2% | +4.9% | -7.6% |
| 1Y | -16.2% | -22.5% | +6.3% | -15.8% |
| 3Y | +20.2% | -1.3% | +21.5% | +9.1% |
| 5Y | +76.6% | -54.2% | +130.8% | +75.7% |
| 10Y | +1,029.7% | -6.1% | +1,035.8% | +795.7% |
| All | +2,243.5% | +837.3% | +1,406.2% | +1,343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling