+9,703.6%
AMD vs CTAS
+26,135.0%
-16,431.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.1% | -16.1% | -16.7% |
| 7D | -28.6% | +3.8% | -32.4% | -30.1% |
| 30D | -37.7% | +15.5% | -53.3% | -42.7% |
| 3M | -16.1% | +12.7% | -28.8% | -22.1% |
| 6M | +13.8% | +34.5% | -20.7% | -6.6% |
| YTD | +88.8% | +21.3% | +67.5% | +62.9% |
| 1Y | +57.8% | +23.1% | +34.7% | +34.7% |
| 3Y | +260.3% | +79.3% | +180.9% | +146.2% |
| 5Y | +196.6% | +114.7% | +81.9% | +88.5% |
| 10Y | +6,064.6% | +867.1% | +5,197.5% | +1,623.3% |
| All | +9,703.6% | +26,135.0% | -16,431.4% | +744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling