-10.9%
CTSH vs AMT
-31.6%
+20.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.4% | +4.6% | +7.7% | +10.9% |
| 3M | +17.4% | -8.4% | +25.8% | +20.2% |
| 6M | -3.1% | -6.0% | +3.0% | -1.6% |
| YTD | -23.6% | +2.1% | -25.7% | -24.3% |
| 1Y | -10.8% | -6.4% | -4.4% | -9.8% |
| 3Y | -8.3% | +8.1% | -16.4% | -14.5% |
| All | -10.9% | -31.6% | +20.7% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling