+1,311.4%
AMT vs CTAS
+3,673.1%
-2,361.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | +4.6% | -0.2% | +4.8% | +4.7% |
| 3M | -8.4% | +11.7% | -20.1% | -12.4% |
| 6M | -6.0% | +0.7% | -6.7% | -6.7% |
| YTD | +2.1% | +7.4% | -5.3% | -1.1% |
| 1Y | -6.4% | -2.1% | -4.3% | -6.3% |
| 3Y | +8.1% | +62.9% | -54.9% | -12.3% |
| 5Y | -31.9% | +111.9% | -143.8% | -50.1% |
| 10Y | +97.1% | +652.2% | -555.1% | -13.7% |
| All | +1,311.4% | +3,673.1% | -2,361.7% | +193.8% |
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 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