+662.9%
CTAS vs ADM
+158.6%
+504.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -1.0% | +11.0% | -12.0% | -4.9% |
| 3M | +15.8% | +6.0% | +9.8% | +12.7% |
| 6M | -1.0% | +26.9% | -27.9% | -10.5% |
| YTD | +7.4% | +50.0% | -42.6% | -9.3% |
| 1Y | -0.1% | +39.6% | -39.7% | -13.7% |
| 3Y | +66.3% | +18.5% | +47.8% | +49.1% |
| 5Y | +111.0% | +62.6% | +48.4% | +52.0% |
| 10Y | +662.9% | +162.4% | +500.5% | +293.0% |
| All | +662.9% | +158.6% | +504.3% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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