+2,173.5%
CTAS vs AMBA
+837.3%
+1,336.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.8% | -11.0% | +9.1% | -0.6% |
| 30D | -0.2% | -23.2% | +23.0% | +2.7% |
| 3M | +11.7% | -12.7% | +24.4% | +11.4% |
| 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% | -3.2% |
| 3Y | +62.9% | -1.3% | +64.3% | +49.8% |
| 5Y | +111.9% | -54.2% | +166.0% | +104.2% |
| 10Y | +652.2% | -6.1% | +658.3% | +515.4% |
| All | +2,173.5% | +837.3% | +1,336.3% | +1,414.0% |
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 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