+48.2%
CTSH vs AMC
-98.1%
+146.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.3% | -7.9% | -3.7% |
| 7D | -2.7% | +2.3% | -5.0% | -2.8% |
| 30D | +12.4% | -0.7% | +13.1% | +12.3% |
| 3M | +17.4% | +35.2% | -17.8% | +16.3% |
| 6M | -3.1% | +124.6% | -127.7% | -5.1% |
| YTD | -23.6% | +69.9% | -93.4% | -24.8% |
| 1Y | -10.8% | -2.6% | -8.3% | -11.4% |
| 3Y | -8.3% | -79.8% | +71.5% | -7.7% |
| 5Y | -11.3% | -99.4% | +88.1% | -7.6% |
| 10Y | +22.6% | -98.9% | +121.5% | +27.5% |
| All | +48.2% | -98.1% | +146.3% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling