+34,958.1%
CTSH vs AME
+6,756.2%
+28,201.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -4.0% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | +7.4% | -4.2% | +11.6% | +8.7% |
| 3M | +10.9% | -5.9% | +16.9% | +12.8% |
| 6M | +24.7% | +2.8% | +21.8% | +18.9% |
| YTD | -22.0% | +16.6% | -38.6% | -31.6% |
| 1Y | -11.2% | +22.1% | -33.3% | -24.1% |
| 3Y | +3.9% | +64.7% | -60.8% | -26.9% |
| 5Y | -13.9% | +76.6% | -90.5% | -42.0% |
| 10Y | +37.8% | +443.9% | -406.1% | -52.3% |
| All | +34,958.1% | +6,756.2% | +28,201.8% | +4,075.8% |
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