-15.8%
CTSH vs AMT
-15.7%
-0.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | +1.4% | +6.8% | -5.4% | -0.6% |
| 3M | +7.5% | +11.2% | -3.8% | +3.9% |
| 6M | +39.6% | +12.5% | +27.1% | +34.8% |
| YTD | -22.3% | +12.5% | -34.8% | -25.4% |
| 1Y | -12.0% | +10.1% | -22.1% | -15.0% |
| 3Y | +1.8% | +16.0% | -14.2% | -7.0% |
| All | -15.8% | -15.7% | -0.1% | -17.2% |
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