+126.7%
AMAT vs CTAS
+109.9%
+16.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.1% |
| 7D | -14.7% | +1.2% | -15.9% | -15.3% |
| 30D | -36.1% | +12.8% | -48.9% | -40.5% |
| 3M | -36.9% | +10.3% | -47.1% | -40.6% |
| 6M | -22.2% | +32.0% | -54.2% | -37.4% |
| YTD | +29.9% | +19.1% | +10.8% | +12.3% |
| 1Y | +43.3% | +21.5% | +21.8% | +21.5% |
| 3Y | +142.7% | +76.0% | +66.6% | +34.3% |
| All | +126.7% | +109.9% | +16.8% | -5.7% |
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