+66.9%
AMAT vs CTAS
+23.6%
+43.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -3.0% |
| 7D | +11.4% | +2.0% | +9.4% | +12.7% |
| 30D | -17.0% | +8.7% | -25.7% | -12.1% |
| 3M | -30.6% | +13.3% | -43.9% | -24.4% |
| 6M | -14.9% | +39.4% | -54.3% | -2.5% |
| YTD | +44.7% | +21.5% | +23.2% | +69.3% |
| 1Y | +66.9% | +21.9% | +45.0% | +95.3% |
| All | +66.9% | +23.6% | +43.3% | +95.3% |
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