+25,903.7%
CTAS vs ADM
+1,558.2%
+24,345.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.7% | -7.8% | +7.1% | +1.6% |
| 30D | +10.3% | -12.6% | +22.8% | +14.5% |
| 3M | +10.2% | -8.2% | +18.4% | +12.4% |
| 6M | +34.4% | -8.9% | +43.3% | +36.9% |
| YTD | +19.6% | +24.0% | -4.4% | +10.8% |
| 1Y | +21.8% | +26.2% | -4.4% | +12.2% |
| 3Y | +74.1% | +7.0% | +67.1% | +63.1% |
| 5Y | +114.0% | +24.9% | +89.2% | +88.7% |
| 10Y | +813.9% | +102.6% | +711.3% | +590.5% |
| All | +25,903.7% | +1,558.2% | +24,345.5% | +10,803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling