+142.7%
AMAT vs CTAS
+75.4%
+67.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.4% |
| 7D | -14.7% | +1.2% | -15.9% | -14.8% |
| 30D | -36.1% | +12.8% | -48.9% | -37.3% |
| 3M | -36.9% | +10.3% | -47.1% | -37.8% |
| 6M | -22.2% | +32.0% | -54.2% | -29.1% |
| YTD | +29.9% | +19.1% | +10.8% | +23.9% |
| 1Y | +43.3% | +21.5% | +21.8% | +35.0% |
| 3Y | +142.7% | +76.0% | +66.6% | +62.8% |
| All | +142.7% | +75.4% | +67.3% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling