+35.8%
CTSH vs AMT
+113.8%
-78.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -1.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +13.4% | +13.6% | -0.2% | +7.4% |
| 3M | +14.4% | +11.5% | +3.0% | +9.1% |
| 6M | +27.7% | +6.9% | +20.8% | +24.0% |
| YTD | -20.6% | +10.8% | -31.4% | -24.6% |
| 1Y | -9.1% | +10.3% | -19.5% | -13.7% |
| 3Y | +3.1% | +12.4% | -9.3% | -6.7% |
| 5Y | -11.8% | -20.1% | +8.3% | -7.9% |
| All | +35.8% | +113.8% | -78.0% | +1.0% |
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