+1,059.7%
APH vs CTSH
+22.8%
+1,036.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.3% |
| 7D | +5.0% | -2.7% | +7.7% | +6.0% |
| 30D | -3.9% | +12.4% | -16.2% | -8.6% |
| 3M | +13.0% | +17.4% | -4.4% | +4.0% |
| 6M | +25.2% | -3.1% | +28.2% | +24.4% |
| YTD | +22.9% | -23.6% | +46.5% | +34.6% |
| 1Y | +47.8% | -10.8% | +58.7% | +49.0% |
| 3Y | +283.0% | -8.3% | +291.3% | +275.7% |
| 5Y | +349.7% | -11.3% | +361.0% | +340.6% |
| All | +1,059.7% | +22.8% | +1,036.9% | +875.9% |
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