+5,887.0%
CDNS vs AME
+18,709.1%
-12,822.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.7% |
| 7D | -14.0% | +0.6% | -14.6% | -14.3% |
| 30D | -13.2% | -6.7% | -6.5% | -10.3% |
| 3M | -28.9% | +4.1% | -33.0% | -30.4% |
| 6M | -4.2% | +1.6% | -5.7% | -5.6% |
| YTD | -6.4% | +16.1% | -22.5% | -13.6% |
| 1Y | -16.2% | +27.3% | -43.5% | -26.1% |
| 3Y | +20.2% | +50.9% | -30.7% | -2.7% |
| 5Y | +76.6% | +81.4% | -4.7% | +32.2% |
| 10Y | +1,029.7% | +417.0% | +612.7% | +419.9% |
| All | +5,887.0% | +18,709.1% | -12,822.0% | +739.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling