+34,247.0%
CTSH vs AME
+6,731.3%
+27,515.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.4% |
| 7D | -2.7% | +0.6% | -3.3% | -3.1% |
| 30D | +12.4% | -6.7% | +19.1% | +16.4% |
| 3M | +17.4% | +4.1% | +13.3% | +13.2% |
| 6M | -3.1% | +1.6% | -4.7% | -6.4% |
| YTD | -23.6% | +16.1% | -39.7% | -31.8% |
| 1Y | -10.8% | +27.3% | -38.2% | -24.8% |
| 3Y | -8.3% | +50.9% | -59.2% | -31.1% |
| 5Y | -11.3% | +81.4% | -92.7% | -40.4% |
| 10Y | +22.6% | +417.0% | -394.3% | -55.8% |
| All | +34,247.0% | +6,731.3% | +27,515.7% | +4,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling