-16.2%
CDNS vs AMDL
+384.9%
-401.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.2% | -13.2% | -4.7% |
| 7D | -14.0% | +4.5% | -18.5% | -14.3% |
| 30D | -13.2% | -4.4% | -8.8% | -13.0% |
| 3M | -28.9% | -30.5% | +1.6% | -28.3% |
| 6M | -4.2% | +300.9% | -305.1% | -14.9% |
| YTD | -6.4% | +219.9% | -226.3% | -16.8% |
| 1Y | -16.2% | +374.7% | -390.9% | -24.0% |
| All | -16.2% | +384.9% | -401.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling