+126.1%
AMD vs CTAS
+23.8%
+102.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +6.0% |
| 7D | +44.7% | +0.5% | +44.2% | +45.3% |
| 30D | -3.3% | +10.2% | -13.6% | +4.9% |
| 3M | +21.2% | +12.1% | +9.1% | +33.4% |
| 6M | +30.6% | +38.3% | -7.7% | +60.8% |
| YTD | +173.3% | +21.9% | +151.4% | +226.5% |
| 1Y | +126.1% | +24.0% | +102.0% | +171.6% |
| All | +126.1% | +23.8% | +102.2% | +171.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling