-16.6%
CTSH vs AMRZ
-13.6%
-3.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | +12.4% | -16.9% | +29.3% | +15.7% |
| 3M | +17.4% | -19.2% | +36.6% | +21.2% |
| 6M | -3.1% | -29.3% | +26.2% | +3.6% |
| YTD | -23.6% | -18.0% | -5.6% | -22.2% |
| 1Y | -10.8% | -15.1% | +4.3% | -11.2% |
| All | -16.6% | -13.6% | -3.0% | -17.6% |
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