-7.7%
CTSH vs AME
+54.4%
-62.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +12.4% | -6.7% | +19.1% | +14.1% |
| 3M | +17.4% | +4.1% | +13.3% | +15.0% |
| 6M | -3.1% | +1.6% | -4.7% | -4.6% |
| YTD | -23.6% | +16.1% | -39.7% | -29.4% |
| 1Y | -10.8% | +27.3% | -38.2% | -21.2% |
| All | -7.7% | +54.4% | -62.1% | -26.2% |
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