+114.6%
CTAS vs AMBA
-54.5%
+169.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.8% | -11.0% | +9.1% | -0.8% |
| 30D | -0.2% | -23.2% | +23.0% | +2.2% |
| 3M | +11.7% | -12.7% | +24.4% | +11.3% |
| 6M | +0.7% | +11.2% | -10.5% | -3.5% |
| YTD | +7.4% | -11.2% | +18.6% | +5.3% |
| 1Y | -2.1% | -22.5% | +20.4% | -3.3% |
| 3Y | +62.9% | -1.3% | +64.3% | +48.4% |
| All | +114.6% | -54.5% | +169.1% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling