+671.2%
CTAS vs AGI
+388.9%
+282.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -1.3% | -5.3% | +4.0% | -1.1% |
| 30D | -3.1% | +6.8% | -9.8% | -3.4% |
| 3M | +10.3% | +8.3% | +2.0% | +9.8% |
| 6M | +1.6% | -29.2% | +30.9% | +2.9% |
| YTD | +6.3% | -7.3% | +13.6% | +6.2% |
| 1Y | -0.5% | +8.0% | -8.5% | -1.5% |
| 3Y | +64.6% | +206.6% | -142.0% | +54.4% |
| 5Y | +106.0% | +398.1% | -292.1% | +89.4% |
| All | +671.2% | +388.9% | +282.3% | +634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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