+337.5%
AMD vs CTAS
+113.1%
+224.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 6M | +136.3% | +0.7% | +135.6% | +128.3% |
| YTD | +123.0% | +7.4% | +115.6% | +102.5% |
| 1Y | +195.2% | -2.1% | +197.3% | +188.3% |
| 3Y | +336.3% | +62.9% | +273.4% | +128.6% |
| All | +337.5% | +113.1% | +224.4% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling