+3.1%
CTSH vs AME
+62.2%
-59.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.0% |
| 7D | -0.6% | -5.2% | +4.6% | -0.1% |
| 30D | +13.4% | -8.0% | +21.4% | +14.3% |
| 3M | +14.4% | -8.9% | +23.3% | +15.5% |
| 6M | +27.7% | -5.0% | +32.7% | +27.2% |
| YTD | -20.6% | +11.9% | -32.5% | -26.8% |
| 1Y | -9.1% | +16.6% | -25.8% | -17.8% |
| 3Y | +3.1% | +62.5% | -59.4% | -19.6% |
| All | +3.1% | +62.2% | -59.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling