+113.3%
CTAS vs AMBA
-70.4%
+183.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.3% |
| 7D | +1.2% | -7.2% | +8.4% | +1.8% |
| 30D | +12.8% | -10.4% | +23.1% | +13.6% |
| 3M | +10.3% | -30.1% | +40.4% | +13.5% |
| 6M | +32.0% | -22.4% | +54.4% | +31.9% |
| YTD | +19.1% | -17.3% | +36.5% | +17.2% |
| 1Y | +21.5% | -35.4% | +56.9% | +22.8% |
| 3Y | +76.0% | +18.6% | +57.4% | +54.1% |
| All | +113.3% | -70.4% | +183.8% | +111.1% |
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