+1,906.3%
CDNS vs AMP
+1,967.6%
-61.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.6% |
| 7D | +1.0% | +3.9% | -3.0% | -0.8% |
| 30D | -2.0% | +5.1% | -7.1% | -4.3% |
| 3M | -0.2% | -8.7% | +8.4% | +3.3% |
| 6M | -8.9% | +11.4% | -20.3% | -14.0% |
| YTD | +3.3% | +7.3% | -4.0% | -1.3% |
| 1Y | +2.2% | +14.6% | -12.3% | -5.2% |
| 3Y | +22.4% | +61.2% | -38.9% | -3.4% |
| 5Y | +78.0% | +81.0% | -3.0% | +31.9% |
| 10Y | +1,175.2% | +468.0% | +707.2% | +413.4% |
| All | +1,906.3% | +1,967.6% | -61.3% | +252.6% |
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