+63.7%
CTAS vs AGI
+203.7%
-140.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | -1.3% | -5.4% | +4.1% | -1.0% |
| 30D | -3.1% | +6.6% | -9.7% | -3.5% |
| 3M | +10.3% | +8.2% | +2.1% | +9.7% |
| 6M | +1.6% | -29.3% | +30.9% | +3.9% |
| YTD | +6.3% | -7.4% | +13.7% | +6.1% |
| 1Y | -0.5% | +7.9% | -8.4% | -2.5% |
| All | +63.7% | +203.7% | -140.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling