+61.4%
AMAT vs CTAS
+25.6%
+35.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -1.7% |
| 7D | -11.2% | +7.6% | -18.8% | -6.7% |
| 30D | -31.9% | +17.2% | -49.1% | -24.2% |
| 3M | -32.3% | +12.8% | -45.1% | -26.4% |
| 6M | -5.4% | +38.0% | -43.4% | +9.6% |
| YTD | +44.3% | +22.7% | +21.5% | +69.7% |
| 1Y | +61.4% | +25.6% | +35.7% | +90.8% |
| All | +61.4% | +25.6% | +35.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling