+124.5%
AMT vs CTAS
+848.9%
-724.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +3.7% | +10.3% | -6.5% | -0.3% |
| 3M | +10.7% | +10.2% | +0.5% | +6.4% |
| 6M | +9.3% | +34.4% | -25.1% | -3.2% |
| YTD | +10.9% | +19.6% | -8.6% | +2.7% |
| 1Y | +10.5% | +21.8% | -11.3% | +1.5% |
| 3Y | +15.5% | +74.1% | -58.6% | -10.8% |
| 5Y | -20.6% | +114.0% | -134.6% | -44.3% |
| 10Y | +124.5% | +813.9% | -689.4% | -1.0% |
| All | +124.5% | +848.9% | -724.4% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling