+22.5%
CTSH vs AME
+421.6%
-399.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.8% |
| 7D | -5.5% | +2.8% | -8.3% | -7.0% |
| 30D | +4.5% | -6.3% | +10.8% | +8.1% |
| 3M | +13.7% | +5.4% | +8.4% | +8.7% |
| 6M | -8.4% | +7.4% | -15.8% | -14.5% |
| YTD | -26.5% | +16.2% | -42.7% | -34.9% |
| 1Y | -13.9% | +26.8% | -40.7% | -28.1% |
| 3Y | -11.3% | +57.5% | -68.8% | -37.1% |
| 5Y | -14.8% | +84.8% | -99.7% | -46.2% |
| 10Y | +22.5% | +424.3% | -401.8% | -51.0% |
| All | +22.5% | +421.6% | -399.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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