+268.0%
APH vs CTSH
-9.4%
+277.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.6% |
| 7D | -12.7% | +6.4% | -19.1% | -13.9% |
| 30D | -19.2% | +16.3% | -35.4% | -22.6% |
| 3M | -16.7% | +20.0% | -36.7% | -21.5% |
| 6M | +5.1% | +29.9% | -24.8% | -4.0% |
| YTD | +6.6% | -18.4% | +24.9% | +15.8% |
| 1Y | +3.9% | -8.9% | +12.8% | +6.9% |
| 3Y | +246.0% | +6.0% | +240.0% | +224.5% |
| 5Y | +268.0% | -9.3% | +277.3% | +268.7% |
| All | +268.0% | -9.4% | +277.4% | +268.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling