+2,467.7%
CTAS vs AMBA
+722.2%
+1,745.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | -0.1% |
| 7D | +3.8% | -14.6% | +18.4% | +5.6% |
| 30D | +15.5% | -18.8% | +34.3% | +18.0% |
| 3M | +12.7% | -32.6% | +45.3% | +17.2% |
| 6M | +34.5% | -25.8% | +60.3% | +35.2% |
| YTD | +21.3% | -22.1% | +43.4% | +20.2% |
| 1Y | +23.1% | -36.2% | +59.3% | +24.5% |
| 3Y | +79.3% | +10.0% | +69.4% | +61.4% |
| 5Y | +114.7% | -71.6% | +186.3% | +119.3% |
| 10Y | +867.1% | -4.7% | +871.8% | +692.4% |
| All | +2,467.7% | +722.2% | +1,745.5% | +1,628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling