+73.7%
AMAT vs CTAS
+23.7%
+50.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.6% |
| 7D | +7.0% | -0.8% | +7.7% | +6.3% |
| 30D | -20.6% | +10.7% | -31.3% | -14.8% |
| 3M | -24.8% | +11.0% | -35.7% | -19.0% |
| 6M | -10.7% | +38.7% | -49.5% | +3.1% |
| YTD | +54.3% | +21.8% | +32.5% | +81.2% |
| 1Y | +73.7% | +23.6% | +50.2% | +105.5% |
| All | +73.7% | +23.7% | +50.1% | +105.5% |
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