+1,545.4%
CTAS vs AMC
-98.1%
+1,643.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +11.7% | +35.2% | -23.5% | +10.5% |
| 6M | +0.7% | +124.6% | -123.9% | -1.8% |
| YTD | +7.4% | +69.9% | -62.5% | +5.3% |
| 1Y | -2.1% | -2.6% | +0.5% | -2.8% |
| 3Y | +62.9% | -79.8% | +142.7% | +64.8% |
| 5Y | +111.9% | -99.4% | +211.3% | +125.7% |
| 10Y | +652.2% | -98.9% | +751.1% | +625.5% |
| All | +1,545.4% | -98.1% | +1,643.5% | +1,272.0% |
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