+60,958.4%
AMGN vs CTAS
+23,129.2%
+37,829.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | -1.8% | +2.9% | +1.7% |
| 30D | +7.8% | -0.2% | +8.0% | +7.9% |
| 3M | +27.3% | +11.7% | +15.6% | +22.7% |
| 6M | +16.8% | +0.7% | +16.1% | +16.1% |
| YTD | +36.3% | +7.4% | +28.9% | +32.7% |
| 1Y | +60.4% | -2.1% | +62.5% | +60.6% |
| 3Y | +86.3% | +62.9% | +23.4% | +57.4% |
| 5Y | +125.7% | +111.9% | +13.8% | +73.2% |
| 10Y | +247.0% | +652.2% | -405.2% | +71.0% |
| All | +60,958.4% | +23,129.2% | +37,829.2% | +11,638.9% |
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