+1,036.6%
CDNS vs AME
+425.2%
+611.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -7.2% | +1.3% | -8.5% | -8.0% |
| 30D | -14.3% | -6.6% | -7.7% | -10.6% |
| 3M | -27.2% | +3.0% | -30.2% | -28.9% |
| 6M | -4.5% | +5.3% | -9.8% | -8.7% |
| YTD | -9.0% | +15.4% | -24.4% | -18.2% |
| 1Y | -21.3% | +26.8% | -48.1% | -33.8% |
| 3Y | +19.6% | +56.5% | -36.9% | -13.5% |
| 5Y | +71.5% | +85.2% | -13.7% | +11.5% |
| 10Y | +1,036.6% | +428.5% | +608.0% | +382.0% |
| All | +1,036.6% | +425.2% | +611.3% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling