+2,393.7%
CTAS vs AMCR
+102.7%
+2,290.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | -1.0% | -6.0% | +5.0% | +0.9% |
| 3M | +15.8% | +18.9% | -3.2% | +9.4% |
| 6M | -1.0% | +5.7% | -6.7% | -3.3% |
| YTD | +7.4% | +11.1% | -3.7% | +2.6% |
| 1Y | -0.1% | +14.4% | -14.6% | -5.6% |
| 3Y | +66.3% | +13.0% | +53.3% | +55.5% |
| 5Y | +111.0% | -7.5% | +118.5% | +110.0% |
| 10Y | +662.9% | +20.1% | +642.8% | +568.1% |
| All | +2,393.7% | +102.7% | +2,290.9% | +2,071.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling