+2.2%
CDNS vs AMRZ
-16.6%
+18.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.5% |
| 30D | -2.0% | +13.0% | -14.9% | -4.9% |
| 3M | -0.2% | -12.1% | +11.9% | +3.3% |
| 6M | -8.9% | -19.1% | +10.2% | -4.7% |
| YTD | +3.3% | -23.3% | +26.6% | +9.9% |
| 1Y | +2.2% | -16.6% | +18.8% | +6.4% |
| All | +2.2% | -16.6% | +18.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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