+820.2%
CTAS vs AG
+72.5%
+747.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | -0.8% | -4.0% | +3.3% | -0.6% |
| 30D | +10.7% | -13.1% | +23.8% | +11.4% |
| 3M | +11.0% | -22.0% | +33.0% | +12.2% |
| 6M | +38.7% | -37.3% | +76.0% | +41.4% |
| YTD | +21.8% | -11.2% | +32.9% | +20.5% |
| 1Y | +23.6% | +23.9% | -0.4% | +19.7% |
| 3Y | +74.9% | +225.1% | -150.2% | +54.9% |
| 5Y | +119.5% | +7.7% | +111.7% | +103.9% |
| 10Y | +820.2% | +86.9% | +733.3% | +704.9% |
| All | +820.2% | +72.5% | +747.7% | +704.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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