+815.5%
CTAS vs AMBA
-0.9%
+816.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +2.0% | +2.7% | -0.7% | +1.6% |
| 30D | +8.7% | -2.2% | +10.9% | +8.8% |
| 3M | +13.3% | -26.6% | +39.9% | +17.2% |
| 6M | +39.4% | -26.8% | +66.2% | +40.7% |
| YTD | +21.5% | -15.1% | +36.6% | +18.6% |
| 1Y | +21.9% | -32.3% | +54.1% | +22.7% |
| 3Y | +73.6% | +19.8% | +53.8% | +49.9% |
| 5Y | +116.2% | -69.2% | +185.5% | +121.2% |
| All | +815.5% | -0.9% | +816.4% | +548.0% |
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