+37.8%
CTSH vs AMC
-98.6%
+136.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.3% | -10.0% | -1.9% |
| 7D | -2.3% | +6.6% | -8.9% | -2.4% |
| 30D | +7.4% | +14.1% | -6.7% | +7.1% |
| 3M | +10.9% | +31.3% | -20.3% | +10.3% |
| 6M | +24.7% | +126.7% | -102.0% | +22.4% |
| YTD | -22.0% | +117.9% | -139.9% | -23.4% |
| 1Y | -11.2% | +41.1% | -52.2% | -12.2% |
| 3Y | +3.9% | -61.0% | +64.8% | +3.5% |
| 5Y | -13.9% | -99.1% | +85.2% | -11.8% |
| 10Y | +37.8% | -98.7% | +136.5% | +23.7% |
| All | +37.8% | -98.6% | +136.4% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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