+834.0%
CTAS vs AMBA
-0.9%
+834.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.6% |
| 7D | +1.2% | -7.2% | +8.4% | +2.0% |
| 30D | +12.8% | -10.4% | +23.1% | +14.0% |
| 3M | +10.3% | -30.1% | +40.4% | +14.8% |
| 6M | +32.0% | -22.4% | +54.4% | +31.9% |
| YTD | +19.1% | -17.3% | +36.5% | +16.8% |
| 1Y | +21.5% | -35.4% | +56.9% | +23.0% |
| 3Y | +76.0% | +18.6% | +57.4% | +52.0% |
| 5Y | +110.9% | -69.8% | +180.7% | +115.9% |
| All | +834.0% | -0.9% | +834.8% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling