+109.6%
CTAS vs AGI
+392.7%
-283.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.0% | +2.2% | -1.2% | +0.8% |
| 30D | -1.1% | +11.3% | -12.3% | -2.0% |
| 3M | +11.5% | +5.6% | +5.9% | +10.7% |
| 6M | +0.2% | -27.7% | +27.8% | +2.8% |
| YTD | +7.2% | -4.1% | +11.3% | +6.4% |
| 1Y | 0.0% | +13.8% | -13.8% | -3.1% |
| 3Y | +65.9% | +217.0% | -151.1% | +37.6% |
| 5Y | +109.6% | +404.3% | -294.8% | +62.6% |
| All | +109.6% | +392.7% | -283.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling