+21.9%
CTAS vs AMDL
+130.1%
-108.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.2% | -1.1% |
| 7D | +2.0% | +37.2% | -35.2% | +3.7% |
| 30D | +8.7% | -24.0% | +32.7% | +8.5% |
| 3M | +13.3% | -1.0% | +14.3% | +14.9% |
| 6M | +39.4% | -3.2% | +42.6% | +41.8% |
| YTD | +21.5% | +232.2% | -210.7% | +24.8% |
| 1Y | +21.9% | +137.7% | -115.8% | +24.9% |
| All | +21.9% | +130.1% | -108.2% | +24.9% |
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