+951.3%
APH vs CTSH
+39.1%
+912.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +8.8% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -7.5% | +7.4% | -14.9% | -11.2% |
| 3M | -4.4% | +10.9% | -15.4% | -10.5% |
| 6M | +26.5% | +24.7% | +1.8% | +10.3% |
| YTD | +20.0% | -22.0% | +42.0% | +28.3% |
| 1Y | +16.9% | -11.2% | +28.0% | +16.7% |
| 3Y | +288.5% | +3.9% | +284.7% | +250.7% |
| 5Y | +310.3% | -13.9% | +324.2% | +300.7% |
| 10Y | +951.3% | +37.8% | +913.5% | +741.7% |
| All | +951.3% | +39.1% | +912.2% | +741.7% |
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