+1,315.3%
AMAT vs CTAS
+848.9%
+466.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +11.0% | +11.1% |
| 7D | -1.1% | -0.7% | -0.3% | -0.6% |
| 30D | -26.9% | +10.3% | -37.2% | -32.0% |
| 3M | -31.2% | +10.2% | -41.4% | -36.2% |
| 6M | -14.7% | +34.4% | -49.1% | -33.9% |
| YTD | +44.7% | +19.6% | +25.1% | +21.4% |
| 1Y | +62.0% | +21.8% | +40.2% | +33.6% |
| 3Y | +165.0% | +74.1% | +90.8% | +59.6% |
| 5Y | +147.1% | +114.0% | +33.1% | +27.0% |
| 10Y | +1,315.3% | +813.9% | +501.3% | +205.0% |
| All | +1,315.3% | +848.9% | +466.4% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling