+117.1%
AMAT vs CTAS
+113.7%
+3.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.4% | -13.0% |
| 7D | -24.3% | +3.8% | -28.1% | -25.8% |
| 30D | -39.8% | +15.5% | -55.3% | -44.6% |
| 3M | -40.2% | +12.7% | -52.9% | -44.3% |
| 6M | -22.1% | +34.5% | -56.6% | -37.9% |
| YTD | +24.7% | +21.3% | +3.4% | +6.8% |
| 1Y | +33.3% | +23.1% | +10.2% | +12.5% |
| 3Y | +133.9% | +79.3% | +54.5% | +28.3% |
| 5Y | +117.1% | +114.7% | +2.4% | -10.0% |
| All | +117.1% | +113.7% | +3.4% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling