+107.7%
CTAS vs ADM
+65.2%
+42.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | -0.7% | +9.5% | -10.2% | -2.4% |
| 3M | +11.1% | +10.6% | +0.5% | +8.8% |
| 6M | +2.1% | +24.0% | -21.9% | -2.5% |
| YTD | +8.0% | +54.0% | -46.0% | -1.7% |
| 1Y | -0.5% | +45.3% | -45.8% | -8.4% |
| 3Y | +66.2% | +21.8% | +44.5% | +57.4% |
| All | +107.7% | +65.2% | +42.5% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling