+38.7%
CTSH vs AMT
+125.6%
-86.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +1.8% | +1.6% | +0.2% | +1.2% |
| 30D | +9.8% | +4.5% | +5.3% | +7.8% |
| 3M | +12.1% | +13.8% | -1.7% | +6.1% |
| 6M | +27.4% | +10.0% | +17.4% | +22.4% |
| YTD | -20.3% | +11.8% | -32.0% | -24.6% |
| 1Y | -8.8% | +10.2% | -19.0% | -13.3% |
| 3Y | +4.0% | +15.1% | -11.1% | -6.9% |
| 5Y | -12.2% | -18.8% | +6.6% | -8.9% |
| 10Y | +38.7% | +133.7% | -95.0% | +3.1% |
| All | +38.7% | +125.6% | -86.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling