+96,674.4%
AMAT vs CTAS
+26,135.0%
+70,539.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.4% | -12.9% |
| 7D | -24.3% | +3.8% | -28.1% | -25.9% |
| 30D | -39.8% | +15.5% | -55.3% | -44.8% |
| 3M | -40.2% | +12.7% | -52.9% | -44.5% |
| 6M | -22.1% | +34.5% | -56.6% | -36.5% |
| YTD | +24.7% | +21.3% | +3.4% | +7.3% |
| 1Y | +33.3% | +23.1% | +10.2% | +13.6% |
| 3Y | +133.9% | +79.3% | +54.5% | +58.4% |
| 5Y | +117.1% | +114.7% | +2.4% | +34.7% |
| 10Y | +1,158.7% | +867.1% | +291.5% | +245.9% |
| All | +96,674.4% | +26,135.0% | +70,539.4% | +6,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling