+815.5%
CTAS vs AMCR
+18.6%
+796.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | +8.7% | +3.6% | +5.1% | +7.0% |
| 3M | +13.3% | -4.2% | +17.5% | +15.0% |
| 6M | +39.4% | +15.5% | +23.9% | +30.4% |
| YTD | +21.5% | +9.7% | +11.8% | +14.6% |
| 1Y | +21.9% | +8.3% | +13.6% | +15.6% |
| 3Y | +73.6% | +15.4% | +58.3% | +55.9% |
| 5Y | +116.2% | -9.1% | +125.3% | +115.1% |
| All | +815.5% | +18.6% | +796.8% | +632.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling