-19.8%
CTSH vs AMRZ
-17.3%
-2.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.4% | -3.1% |
| 7D | -5.5% | -2.0% | -3.5% | -5.1% |
| 30D | +4.5% | -9.8% | +14.3% | +6.3% |
| 3M | +13.7% | -17.2% | +31.0% | +16.5% |
| 6M | -8.4% | -26.9% | +18.5% | -3.5% |
| YTD | -26.5% | -21.5% | -5.0% | -24.6% |
| 1Y | -13.9% | -22.9% | +9.0% | -12.4% |
| All | -19.8% | -17.3% | -2.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling