+818.6%
CTAS vs ADM
+127.5%
+691.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | +10.2% | -14.7% | +24.9% | +16.7% |
| 3M | +12.1% | -10.4% | +22.5% | +16.0% |
| 6M | +38.3% | -10.9% | +49.2% | +42.7% |
| YTD | +21.9% | +26.0% | -4.1% | +8.9% |
| 1Y | +24.0% | +26.5% | -2.4% | +10.4% |
| 3Y | +75.1% | +8.2% | +66.9% | +59.4% |
| 5Y | +116.9% | +24.0% | +92.9% | +73.9% |
| All | +818.6% | +127.5% | +691.0% | +389.7% |
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