+24.7%
CDNS vs AMC
-57.0%
+81.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | -0.1% | -2.8% | +2.8% | +0.1% |
| 30D | -5.5% | +14.0% | -19.5% | -6.4% |
| 3M | +0.5% | +42.5% | -42.0% | -2.2% |
| 6M | -9.6% | +142.6% | -152.1% | -16.0% |
| YTD | +5.3% | +119.2% | -113.9% | -2.1% |
| 1Y | +3.4% | +40.7% | -37.4% | -2.2% |
| All | +24.7% | -57.0% | +81.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling