+326.3%
CDNS vs AVTR
+1.7%
+324.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.5% |
| 7D | -14.0% | +2.7% | -16.7% | -14.7% |
| 30D | -13.2% | +12.1% | -25.2% | -16.4% |
| 3M | -28.9% | +57.2% | -86.1% | -39.5% |
| 6M | -4.2% | +73.1% | -77.2% | -21.4% |
| YTD | -6.4% | +30.6% | -37.0% | -16.1% |
| 1Y | -16.2% | +13.5% | -29.7% | -23.2% |
| 3Y | +20.2% | -31.0% | +51.2% | +24.9% |
| 5Y | +76.6% | -63.2% | +139.9% | +134.6% |
| All | +326.3% | +1.7% | +324.6% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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