+2,887.3%
CTAS vs AGI
+5,459.2%
-2,571.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | -0.2% | +18.2% | -18.4% | -0.6% |
| 3M | +11.7% | -4.1% | +15.8% | +11.7% |
| 6M | +0.7% | -28.7% | +29.4% | +1.4% |
| YTD | +7.4% | -4.0% | +11.4% | +7.2% |
| 1Y | -2.1% | +17.4% | -19.5% | -2.8% |
| 3Y | +62.9% | +203.0% | -140.1% | +57.8% |
| 5Y | +111.9% | +376.7% | -264.8% | +102.8% |
| 10Y | +652.2% | +407.5% | +244.7% | +614.9% |
| All | +2,887.3% | +5,459.2% | -2,571.9% | +2,753.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling