+737.8%
CDNS vs AMT
+1,311.4%
-573.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | -13.2% | +4.6% | -17.8% | -14.2% |
| 3M | -28.9% | -8.4% | -20.5% | -27.6% |
| 6M | -4.2% | -6.0% | +1.9% | -3.3% |
| YTD | -6.4% | +2.1% | -8.5% | -7.9% |
| 1Y | -16.2% | -6.4% | -9.8% | -15.9% |
| 3Y | +20.2% | +8.1% | +12.1% | +12.9% |
| 5Y | +76.6% | -31.9% | +108.6% | +86.9% |
| 10Y | +1,029.7% | +97.1% | +932.6% | +808.8% |
| All | +737.8% | +1,311.4% | -573.6% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling