+108.5%
AMD vs CTAS
+22.8%
+85.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.4% | +12.9% | +13.5% |
| 7D | +8.9% | -0.7% | +9.7% | +8.3% |
| 30D | -16.4% | +10.3% | -26.6% | -9.2% |
| 3M | +5.2% | +10.2% | -5.0% | +14.4% |
| 6M | +11.7% | +34.4% | -22.6% | +35.8% |
| YTD | +137.5% | +19.6% | +117.9% | +180.6% |
| All | +108.5% | +22.8% | +85.7% | +148.7% |
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