+1,725.1%
CTAS vs AMC
-97.7%
+1,822.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +1.2% | +2.6% | -1.5% | +1.1% |
| 30D | +12.8% | +9.0% | +3.7% | +12.5% |
| 3M | +10.3% | +22.2% | -11.9% | +9.6% |
| 6M | +32.0% | +91.5% | -59.5% | +29.2% |
| YTD | +19.1% | +101.3% | -82.1% | +16.2% |
| 1Y | +21.5% | +20.8% | +0.7% | +19.9% |
| 3Y | +76.0% | -71.3% | +147.4% | +77.0% |
| 5Y | +110.9% | -99.2% | +210.1% | +123.4% |
| 10Y | +849.8% | -98.7% | +948.5% | +816.4% |
| All | +1,725.1% | -97.7% | +1,822.8% | +1,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling