+863.2%
CDNS vs AMT
+1,433.3%
-570.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.1% | +0.4% | +1.8% | +2.0% |
| 30D | -4.6% | +3.7% | -8.3% | -5.7% |
| 3M | -0.8% | +10.7% | -11.5% | -3.8% |
| 6M | -7.2% | +9.3% | -16.5% | -10.1% |
| YTD | +7.7% | +10.9% | -3.3% | +3.3% |
| 1Y | +3.5% | +10.5% | -7.0% | -0.7% |
| 3Y | +31.2% | +15.5% | +15.7% | +21.0% |
| 5Y | +84.5% | -20.6% | +105.1% | +86.9% |
| 10Y | +1,242.9% | +124.5% | +1,118.3% | +942.1% |
| All | +863.2% | +1,433.3% | -570.1% | +327.1% |
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