-16.2%
CDNS vs AMP
+11.4%
-27.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -14.0% | +0.2% | -14.2% | -14.1% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -28.9% | +23.6% | -52.5% | -34.4% |
| 6M | -4.2% | +20.4% | -24.5% | -11.2% |
| YTD | -6.4% | +15.4% | -21.8% | -13.8% |
| 1Y | -16.2% | +11.0% | -27.2% | -22.0% |
| All | -16.2% | +11.4% | -27.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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