+25.6%
CTAS vs AMDL
+108.7%
-83.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.4% |
| 7D | +7.6% | -30.7% | +38.4% | +6.0% |
| 30D | +17.2% | -43.8% | +61.0% | +14.8% |
| 3M | +12.8% | -24.5% | +37.3% | +12.3% |
| 6M | +38.0% | +44.7% | -6.7% | +39.2% |
| YTD | +22.7% | +204.0% | -181.3% | +24.7% |
| 1Y | +25.6% | +109.1% | -83.4% | +27.4% |
| All | +25.6% | +108.7% | -83.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling