+76.0%
CTAS vs ADM
+6.1%
+69.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +1.2% | -9.0% | +10.2% | +1.9% |
| 30D | +12.8% | -14.0% | +26.7% | +14.2% |
| 3M | +10.3% | -9.2% | +19.4% | +11.0% |
| 6M | +32.0% | -9.2% | +41.1% | +32.6% |
| YTD | +19.1% | +24.2% | -5.1% | +15.4% |
| 1Y | +21.5% | +27.0% | -5.5% | +17.3% |
| 3Y | +76.0% | +6.6% | +69.4% | +65.6% |
| All | +76.0% | +6.1% | +69.9% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling