+1,026.7%
CDNS vs AMP
+584.2%
+442.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -6.5% | -2.0% | -4.5% | -5.7% |
| 30D | -13.0% | -1.7% | -11.3% | -12.4% |
| 3M | -26.0% | +23.2% | -49.2% | -32.8% |
| 6M | -2.8% | +22.2% | -25.0% | -11.5% |
| YTD | -8.8% | +14.0% | -22.8% | -14.8% |
| 1Y | -15.8% | +14.0% | -29.8% | -21.5% |
| 3Y | +19.7% | +67.0% | -47.3% | -6.3% |
| 5Y | +70.8% | +123.2% | -52.5% | +17.0% |
| All | +1,026.7% | +584.2% | +442.5% | +417.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling