+520.7%
CTSH vs AMP
+2,123.7%
-1,603.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.4% | -0.1% | +12.4% | +12.4% |
| 3M | +17.4% | +23.6% | -6.2% | +6.4% |
| 6M | -3.1% | +20.4% | -23.4% | -11.4% |
| YTD | -23.6% | +15.4% | -39.0% | -28.8% |
| 1Y | -10.8% | +11.0% | -21.8% | -15.6% |
| 3Y | -8.3% | +70.5% | -78.8% | -30.0% |
| 5Y | -11.3% | +121.4% | -132.7% | -41.1% |
| 10Y | +22.6% | +575.6% | -553.0% | -55.6% |
| All | +520.7% | +2,123.7% | -1,603.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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