+535.1%
CTSH vs AMP
+1,943.9%
-1,408.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -4.2% | +1.2% | -5.4% | -4.8% |
| 30D | +3.9% | +4.4% | -0.5% | +1.6% |
| 3M | +10.2% | -8.8% | +19.0% | +14.7% |
| 6M | +35.3% | +9.9% | +25.4% | +29.0% |
| YTD | -21.8% | +6.1% | -27.9% | -24.5% |
| 1Y | -12.1% | +10.6% | -22.7% | -16.7% |
| 3Y | +2.0% | +58.8% | -56.8% | -19.5% |
| 5Y | -15.3% | +79.0% | -94.2% | -38.0% |
| 10Y | +35.7% | +461.5% | -425.8% | -46.1% |
| All | +535.1% | +1,943.9% | -1,408.8% | +15.5% |
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