+77.4%
CDNS vs AMT
-31.6%
+109.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | -13.2% | +4.6% | -17.8% | -13.8% |
| 3M | -28.9% | -8.4% | -20.5% | -27.9% |
| 6M | -4.2% | -6.0% | +1.9% | -3.5% |
| YTD | -6.4% | +2.1% | -8.5% | -7.5% |
| 1Y | -16.2% | -6.4% | -9.8% | -15.8% |
| 3Y | +20.2% | +8.1% | +12.1% | +7.2% |
| All | +77.4% | -31.6% | +109.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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