+6,507.0%
CDNS vs AME
+19,084.3%
-12,577.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +1.0% | +5.9% | -4.9% | -1.7% |
| 30D | -2.0% | -1.9% | 0.0% | -1.1% |
| 3M | -0.2% | -5.4% | +5.1% | +2.4% |
| 6M | -8.9% | +4.9% | -13.8% | -11.2% |
| YTD | +3.3% | +18.5% | -15.1% | -5.5% |
| 1Y | +2.2% | +25.5% | -23.2% | -9.0% |
| 3Y | +22.4% | +63.0% | -40.6% | -4.4% |
| 5Y | +78.0% | +78.3% | -0.3% | +34.3% |
| 10Y | +1,175.2% | +447.1% | +728.1% | +472.8% |
| All | +6,507.0% | +19,084.3% | -12,577.3% | +818.4% |
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