+77.1%
CDNS vs AMT
-15.7%
+92.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | +1.0% | +1.5% | -0.5% | +0.7% |
| 30D | -2.0% | +6.8% | -8.8% | -3.0% |
| 3M | -0.2% | +11.2% | -11.4% | -2.0% |
| 6M | -8.9% | +12.5% | -21.4% | -10.9% |
| YTD | +3.3% | +12.5% | -9.2% | +0.5% |
| 1Y | +2.2% | +10.1% | -7.9% | -0.2% |
| 3Y | +22.4% | +16.0% | +6.4% | +9.2% |
| All | +77.1% | -15.7% | +92.8% | +77.8% |
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