+77.1%
CDNS vs AMP
+80.8%
-3.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.7% |
| 7D | +1.0% | +3.9% | -3.0% | -1.1% |
| 30D | -2.0% | +5.1% | -7.1% | -4.8% |
| 3M | -0.2% | -8.7% | +8.4% | +4.3% |
| 6M | -8.9% | +11.4% | -20.3% | -15.4% |
| YTD | +3.3% | +7.3% | -4.0% | -2.9% |
| 1Y | +2.2% | +14.6% | -12.3% | -7.7% |
| 3Y | +22.4% | +61.2% | -38.9% | -12.5% |
| All | +77.1% | +80.8% | -3.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling