+114.6%
CTAS vs AG
+64.2%
+50.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | -0.2% | +19.2% | -19.4% | -1.2% |
| 3M | +11.7% | +6.2% | +5.5% | +11.0% |
| 6M | +0.7% | -26.7% | +27.4% | +2.1% |
| YTD | +7.4% | +26.1% | -18.7% | +4.2% |
| 1Y | -2.1% | +131.7% | -133.8% | -10.0% |
| 3Y | +62.9% | +255.3% | -192.4% | +39.2% |
| All | +114.6% | +64.2% | +50.4% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling