-15.9%
CTSH vs AMRZ
-24.7%
+8.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.5% |
| 7D | -8.2% | -4.7% | -3.5% | -7.4% |
| 30D | +0.4% | -11.3% | +11.7% | +2.3% |
| 3M | +10.6% | -22.1% | +32.6% | +14.5% |
| 6M | -8.8% | -29.6% | +20.8% | -3.2% |
| YTD | -28.6% | -23.3% | -5.3% | -26.9% |
| 1Y | -15.9% | -23.7% | +7.8% | -14.2% |
| All | -15.9% | -24.7% | +8.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling