+137,736.4%
AMAT vs CTAS
+23,129.2%
+114,607.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -1.5% | -1.8% | +0.3% | -0.5% |
| 30D | -14.8% | -0.2% | -14.6% | -14.8% |
| 3M | -9.3% | +11.7% | -21.0% | -17.0% |
| 6M | +27.4% | +0.7% | +26.7% | +22.9% |
| YTD | +77.6% | +7.4% | +70.2% | +64.8% |
| 1Y | +188.9% | -2.1% | +191.0% | +181.2% |
| 3Y | +202.3% | +62.9% | +139.4% | +117.3% |
| 5Y | +248.9% | +111.9% | +137.0% | +119.7% |
| 10Y | +1,585.2% | +652.2% | +933.0% | +434.2% |
| All | +137,736.4% | +23,129.2% | +114,607.2% | +10,631.9% |
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