+77.4%
CDNS vs AMC
-99.4%
+176.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -4.3% |
| 7D | -14.0% | +2.3% | -16.3% | -14.2% |
| 30D | -13.2% | -0.7% | -12.4% | -13.2% |
| 3M | -28.9% | +35.2% | -64.1% | -31.2% |
| 6M | -4.2% | +124.6% | -128.7% | -11.1% |
| YTD | -6.4% | +69.9% | -76.2% | -11.6% |
| 1Y | -16.2% | -2.6% | -13.6% | -18.1% |
| 3Y | +20.2% | -79.8% | +99.9% | +25.5% |
| All | +77.4% | -99.4% | +176.8% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling