+6,882.0%
AMD vs CTAS
+652.1%
+6,230.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | +2.6% | -1.8% | +4.4% | +3.7% |
| 30D | -0.9% | -0.2% | -0.7% | -1.1% |
| 3M | -8.7% | +11.7% | -20.4% | -17.7% |
| 6M | +136.3% | +0.7% | +135.6% | +127.0% |
| YTD | +123.0% | +7.4% | +115.6% | +103.6% |
| 1Y | +195.2% | -2.1% | +197.3% | +185.5% |
| 3Y | +336.3% | +62.9% | +273.4% | +184.1% |
| 5Y | +334.5% | +111.9% | +222.6% | +140.1% |
| All | +6,882.0% | +652.1% | +6,230.0% | +1,435.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling