+815.5%
CTAS vs AMC
-98.8%
+914.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.3% |
| 7D | +2.0% | +3.5% | -1.5% | +1.9% |
| 30D | +8.7% | +12.5% | -3.8% | +8.4% |
| 3M | +13.3% | +23.6% | -10.3% | +12.6% |
| 6M | +39.4% | +144.4% | -105.0% | +36.0% |
| YTD | +21.5% | +108.3% | -86.8% | +18.7% |
| 1Y | +21.9% | +38.9% | -17.0% | +20.1% |
| 3Y | +73.6% | -58.9% | +132.5% | +73.1% |
| 5Y | +116.2% | -99.2% | +215.4% | +127.0% |
| All | +815.5% | -98.8% | +914.3% | +732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling