+22.8%
CTAS vs AA
+4.5%
+18.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +0.8% |
| 7D | +0.7% | +1.2% | -0.6% | +0.7% |
| 30D | +11.3% | -5.0% | +16.3% | +11.2% |
| 3M | +11.4% | -22.2% | +33.6% | +10.8% |
| 6M | +35.6% | -36.3% | +72.0% | +34.8% |
| YTD | +20.7% | -24.2% | +44.9% | +19.4% |
| 1Y | +22.8% | +3.9% | +19.0% | +22.0% |
| All | +22.8% | +4.5% | +18.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling