+35.8%
CTSH vs AMBA
-0.9%
+36.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -3.6% |
| 7D | -0.6% | -7.2% | +6.6% | +0.3% |
| 30D | +13.4% | -10.4% | +23.8% | +14.7% |
| 3M | +14.4% | -30.1% | +44.6% | +19.6% |
| 6M | +27.7% | -22.4% | +50.1% | +27.2% |
| YTD | -20.6% | -17.3% | -3.3% | -22.6% |
| 1Y | -9.1% | -35.4% | +26.3% | -8.0% |
| 3Y | +3.1% | +18.6% | -15.5% | -11.7% |
| 5Y | -11.8% | -69.8% | +58.1% | -10.4% |
| All | +35.8% | -0.9% | +36.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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