+58.2%
CTSH vs AMC
-97.8%
+156.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.5% | +13.7% | +1.4% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +16.3% | +4.4% | +11.9% | +16.1% |
| 3M | +20.0% | +15.4% | +4.6% | +19.5% |
| 6M | +29.9% | +93.7% | -63.8% | +27.6% |
| YTD | -18.4% | +97.4% | -115.8% | -20.0% |
| 1Y | -8.9% | +23.2% | -32.1% | -9.9% |
| 3Y | +6.0% | -71.3% | +77.3% | +6.2% |
| 5Y | -9.3% | -99.3% | +90.0% | -5.9% |
| 10Y | +46.7% | -98.7% | +145.5% | +53.0% |
| All | +58.2% | -97.8% | +156.0% | +38.9% |
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