+11,749.2%
AMD vs CTAS
+26,438.6%
-14,689.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.2% |
| 7D | -15.5% | +7.6% | -23.1% | -18.9% |
| 30D | -22.6% | +17.2% | -39.8% | -29.5% |
| 3M | -5.7% | +12.8% | -18.5% | -12.5% |
| 6M | +43.1% | +38.0% | +5.1% | +15.7% |
| YTD | +128.2% | +22.7% | +105.5% | +95.4% |
| 1Y | +95.5% | +25.6% | +69.8% | +64.9% |
| 3Y | +335.4% | +81.4% | +254.0% | +195.4% |
| 5Y | +255.5% | +117.9% | +137.6% | +123.9% |
| 10Y | +7,350.9% | +878.3% | +6,472.6% | +1,967.7% |
| All | +11,749.2% | +26,438.6% | -14,689.4% | +913.2% |
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