+65.5%
CTAS vs ADM
+20.7%
+44.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.8% | +3.8% | -5.6% | -2.2% |
| 30D | -0.2% | +9.8% | -10.0% | -1.2% |
| 3M | +11.7% | +2.1% | +9.6% | +11.4% |
| 6M | +0.7% | +27.5% | -26.8% | -2.2% |
| YTD | +7.4% | +50.2% | -42.8% | +2.2% |
| 1Y | -2.1% | +40.6% | -42.7% | -6.2% |
| All | +65.5% | +20.7% | +44.8% | +67.1% |
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