+147.1%
AMAT vs CTAS
+115.4%
+31.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | +11.4% | +1.7% | +9.6% | +10.4% |
| 30D | -17.0% | +8.4% | -25.5% | -20.9% |
| 3M | -30.6% | +13.0% | -43.6% | -35.5% |
| 6M | -14.9% | +39.1% | -54.0% | -33.7% |
| YTD | +44.7% | +21.2% | +23.5% | +24.0% |
| 1Y | +66.9% | +21.6% | +45.3% | +42.4% |
| 3Y | +153.3% | +73.2% | +80.0% | +44.1% |
| All | +147.1% | +115.4% | +31.7% | +2.4% |
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