+21.9%
CTAS vs AG
+7.9%
+14.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.4% |
| 7D | +2.0% | -10.0% | +11.9% | +1.9% |
| 30D | +8.7% | -10.5% | +19.2% | +8.6% |
| 3M | +13.3% | -27.3% | +40.5% | +13.2% |
| 6M | +39.4% | -43.0% | +82.4% | +40.4% |
| YTD | +21.5% | -17.9% | +39.4% | +18.0% |
| 1Y | +21.9% | +11.9% | +10.0% | +15.7% |
| All | +21.9% | +7.9% | +14.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling