-13.0%
CTSH vs AMRZ
-17.3%
+4.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.5% |
| 7D | +1.8% | 0.0% | +1.9% | +1.8% |
| 30D | +9.8% | +15.9% | -6.1% | +6.9% |
| 3M | +12.1% | -9.2% | +21.3% | +13.7% |
| 6M | +27.4% | -20.3% | +47.7% | +31.2% |
| YTD | -20.3% | -21.5% | +1.2% | -18.4% |
| 1Y | -8.8% | -12.9% | +4.1% | -10.5% |
| All | -13.0% | -17.3% | +4.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling