+6,634.9%
CDNS vs AME
+18,892.6%
-12,257.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | -5.5% | -4.1% | -1.4% | -3.6% |
| 3M | +0.5% | -6.3% | +6.9% | +3.7% |
| 6M | -9.6% | +3.5% | -13.1% | -11.3% |
| YTD | +5.3% | +17.3% | -11.9% | -3.2% |
| 1Y | +3.4% | +22.0% | -18.6% | -6.8% |
| 3Y | +25.9% | +62.0% | -36.1% | -1.4% |
| 5Y | +85.8% | +78.5% | +7.3% | +40.2% |
| 10Y | +1,199.9% | +441.6% | +758.3% | +486.7% |
| All | +6,634.9% | +18,892.6% | -12,257.7% | +840.6% |
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