+114.0%
CTAS vs AMBA
-69.7%
+183.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | +10.3% | -8.6% | +18.8% | +11.0% |
| 3M | +10.2% | -29.0% | +39.2% | +13.2% |
| 6M | +34.4% | -19.2% | +53.6% | +33.8% |
| YTD | +19.6% | -13.0% | +32.6% | +17.0% |
| 1Y | +21.8% | -31.3% | +53.1% | +22.4% |
| 3Y | +74.1% | +28.1% | +46.0% | +51.0% |
| 5Y | +114.0% | -69.4% | +183.5% | +110.8% |
| All | +114.0% | -69.7% | +183.8% | +110.8% |
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 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