+683.1%
CTAS vs AMCR
+14.6%
+668.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +0.5% | -6.3% | +6.8% | +3.2% |
| 30D | -0.7% | -7.8% | +7.1% | +2.5% |
| 3M | +11.1% | +7.5% | +3.5% | +7.5% |
| 6M | +2.1% | +2.7% | -0.6% | 0.0% |
| YTD | +8.0% | +6.0% | +1.9% | +3.4% |
| 1Y | -0.5% | +7.8% | -8.3% | -5.5% |
| 3Y | +66.2% | +5.8% | +60.4% | +55.2% |
| 5Y | +109.2% | -11.6% | +120.8% | +110.7% |
| All | +683.1% | +14.6% | +668.5% | +532.6% |
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