+1,664.7%
CDNS vs AMP
+2,108.3%
-443.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -9.2% | +2.6% | -11.8% | -10.3% |
| 30D | -16.3% | +0.8% | -17.1% | -16.6% |
| 3M | -27.9% | +24.3% | -52.2% | -34.8% |
| 6M | -4.3% | +20.6% | -24.9% | -12.3% |
| YTD | -9.1% | +14.6% | -23.7% | -15.3% |
| 1Y | -21.2% | +14.5% | -35.8% | -26.6% |
| 3Y | +19.4% | +67.9% | -48.6% | -7.1% |
| 5Y | +71.6% | +122.5% | -50.9% | +16.5% |
| 10Y | +1,005.1% | +573.3% | +431.8% | +310.4% |
| All | +1,664.7% | +2,108.3% | -443.7% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling