-9.7%
CTSH vs AMDL
+47.6%
-57.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +22.3% | -25.0% | -2.4% |
| 7D | -0.6% | -26.2% | +25.6% | -0.8% |
| 30D | +13.4% | -57.1% | +70.5% | +12.8% |
| 3M | +14.4% | -29.8% | +44.3% | +14.0% |
| 6M | +27.7% | -22.2% | +49.9% | +25.1% |
| YTD | -20.6% | +142.1% | -162.7% | -27.4% |
| 1Y | -9.1% | +85.8% | -95.0% | -15.9% |
| All | -9.7% | +47.6% | -57.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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