+106.0%
CTAS vs AMCR
-9.6%
+115.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | -5.0% | +3.7% | +0.5% |
| 30D | -3.1% | -8.0% | +4.9% | -0.1% |
| 3M | +10.3% | +14.3% | -4.0% | +4.7% |
| 6M | +1.6% | +5.3% | -3.7% | -1.0% |
| YTD | +6.3% | +7.7% | -1.4% | +1.7% |
| 1Y | -0.5% | +10.8% | -11.3% | -6.1% |
| 3Y | +64.6% | +9.6% | +55.0% | +50.6% |
| 5Y | +106.0% | -10.2% | +116.2% | +107.3% |
| All | +106.0% | -9.6% | +115.6% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling