+203.0%
AMAT vs CTAS
+63.6%
+139.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | -14.8% | -0.2% | -14.6% | -14.8% |
| 3M | -9.3% | +11.7% | -21.0% | -13.3% |
| 6M | +27.4% | +0.7% | +26.7% | +27.6% |
| YTD | +77.6% | +7.4% | +70.2% | +71.8% |
| 1Y | +188.9% | -2.1% | +191.0% | +193.6% |
| All | +203.0% | +63.6% | +139.5% | +123.5% |
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 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