+7,765.4%
AMD vs CTAS
+814.6%
+6,950.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.4% | -8.6% |
| 7D | +18.9% | +2.0% | +17.0% | +17.7% |
| 30D | -6.4% | +8.7% | -15.1% | -11.6% |
| 3M | +10.6% | +13.3% | -2.7% | +1.4% |
| 6M | +19.9% | +39.4% | -19.5% | -7.2% |
| YTD | +149.4% | +21.5% | +127.9% | +109.7% |
| 1Y | +115.4% | +21.9% | +93.5% | +80.3% |
| 3Y | +357.3% | +73.6% | +283.6% | +186.9% |
| 5Y | +261.1% | +116.2% | +144.9% | +96.6% |
| All | +7,765.4% | +814.6% | +6,950.8% | +1,863.5% |
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