-15.9%
CTSH vs AME
+26.4%
-42.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -3.0% |
| 7D | -8.2% | +1.3% | -9.5% | -7.9% |
| 30D | +0.4% | -6.6% | +7.0% | -0.9% |
| 3M | +10.6% | +3.0% | +7.6% | +10.3% |
| 6M | -8.8% | +5.3% | -14.1% | -9.4% |
| YTD | -28.6% | +15.4% | -44.0% | -31.7% |
| 1Y | -15.9% | +26.8% | -42.7% | -22.5% |
| All | -15.9% | +26.4% | -42.3% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling