+199.0%
AMD vs CTAS
+109.9%
+89.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.0% |
| 7D | -11.0% | +1.2% | -12.2% | -11.7% |
| 30D | -30.5% | +12.8% | -43.2% | -35.8% |
| 3M | -8.2% | +10.3% | -18.5% | -14.4% |
| 6M | +6.6% | +32.0% | -25.4% | -16.2% |
| YTD | +109.7% | +19.1% | +90.5% | +77.1% |
| 1Y | +88.9% | +21.5% | +67.4% | +56.1% |
| 3Y | +301.8% | +76.0% | +225.8% | +98.2% |
| All | +199.0% | +109.9% | +89.1% | +6.8% |
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