+37.1%
CTSH vs AMT
+134.0%
-96.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | +8.0% | +4.2% | +3.8% | +6.1% |
| 3M | +10.6% | +13.4% | -2.8% | +4.7% |
| 6M | +32.5% | +9.4% | +23.1% | +27.6% |
| YTD | -21.0% | +11.7% | -32.6% | -25.2% |
| 1Y | -9.9% | +7.1% | -17.0% | -13.4% |
| 3Y | +3.1% | +15.1% | -11.9% | -7.7% |
| 5Y | -13.4% | -17.9% | +4.5% | -10.7% |
| 10Y | +37.1% | +133.5% | -96.4% | +1.9% |
| All | +37.1% | +134.0% | -96.8% | +1.9% |
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