+6,406.4%
AMD vs CTSH
+22.8%
+6,383.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.3% | +6.5% |
| 7D | +2.6% | -2.7% | +5.3% | +3.8% |
| 30D | -0.9% | +12.4% | -13.3% | -7.0% |
| 3M | -8.7% | +17.4% | -26.1% | -19.1% |
| 6M | +136.3% | -3.1% | +139.4% | +130.3% |
| YTD | +123.0% | -23.6% | +146.6% | +147.9% |
| 1Y | +195.2% | -10.8% | +206.0% | +193.8% |
| 3Y | +336.3% | -8.3% | +344.6% | +320.8% |
| 5Y | +334.5% | -11.3% | +345.8% | +332.3% |
| All | +6,406.4% | +22.8% | +6,383.6% | +5,135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling