+23,209.7%
CTAS vs AJG
+11,335.6%
+11,874.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +1.0% |
| 7D | +1.0% | -7.4% | +8.4% | +4.2% |
| 30D | -1.1% | -3.0% | +1.9% | +0.1% |
| 3M | +11.5% | +12.8% | -1.3% | +5.7% |
| 6M | +0.2% | +12.8% | -12.7% | -5.3% |
| YTD | +7.2% | -4.7% | +11.9% | +8.1% |
| 1Y | 0.0% | -17.2% | +17.2% | +6.6% |
| 3Y | +65.9% | +10.2% | +55.7% | +55.2% |
| 5Y | +109.6% | +76.9% | +32.6% | +60.9% |
| 10Y | +683.8% | +480.5% | +203.2% | +288.8% |
| All | +23,209.7% | +11,335.6% | +11,874.1% | +4,395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling