+1,431.6%
AMT vs CTAS
+4,085.1%
-2,653.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.0% |
| 7D | +0.5% | +1.2% | -0.6% | +0.1% |
| 30D | +13.6% | +12.8% | +0.8% | +8.6% |
| 3M | +11.5% | +10.3% | +1.2% | +7.3% |
| 6M | +6.9% | +32.0% | -25.1% | -4.0% |
| YTD | +10.8% | +19.1% | -8.3% | +3.2% |
| 1Y | +10.3% | +21.5% | -11.2% | +1.9% |
| 3Y | +12.4% | +76.0% | -63.6% | -11.4% |
| 5Y | -20.1% | +110.9% | -130.9% | -41.4% |
| 10Y | +116.8% | +849.8% | -733.0% | -13.0% |
| All | +1,431.6% | +4,085.1% | -2,653.5% | +206.4% |
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