+107.7%
CTAS vs AJG
+74.4%
+33.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +2.1% |
| 7D | +0.5% | -8.3% | +8.8% | +4.8% |
| 30D | -0.7% | -5.7% | +4.9% | +2.0% |
| 3M | +11.1% | +9.1% | +2.0% | +5.9% |
| 6M | +2.1% | +15.2% | -13.1% | -5.6% |
| YTD | +8.0% | -6.3% | +14.3% | +10.3% |
| 1Y | -0.5% | -19.1% | +18.6% | +10.0% |
| 3Y | +66.2% | +8.2% | +58.0% | +48.5% |
| All | +107.7% | +74.4% | +33.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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