-1.1%
CDNS vs AMDL
+108.7%
-109.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -3.8% | -30.7% | +27.0% | -0.6% |
| 30D | -6.8% | -43.8% | +37.0% | -2.2% |
| 3M | -3.3% | -24.5% | +21.3% | -1.9% |
| 6M | -5.7% | +44.7% | -50.4% | -11.3% |
| YTD | +5.4% | +204.0% | -198.6% | -8.9% |
| 1Y | -1.1% | +109.1% | -110.2% | -12.7% |
| All | -1.1% | +108.7% | -109.8% | -12.7% |
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