+32.1%
CTAS vs AHR
+365.8%
-333.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.8% | -1.5% | -0.4% | -1.5% |
| 30D | -0.2% | -1.4% | +1.2% | 0.0% |
| 3M | +11.7% | +18.6% | -6.9% | +7.8% |
| 6M | +0.7% | +6.6% | -5.9% | -1.0% |
| YTD | +7.4% | +17.5% | -10.1% | +3.4% |
| 1Y | -2.1% | +30.9% | -33.0% | -8.4% |
| All | +32.1% | +365.8% | -333.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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