+21.5%
CTAS vs AMDL
+62.4%
-40.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -0.8% |
| 7D | +1.2% | -26.2% | +27.4% | +0.3% |
| 30D | +12.8% | -57.1% | +69.8% | +9.6% |
| 3M | +10.3% | -29.8% | +40.1% | +9.9% |
| 6M | +32.0% | -22.2% | +54.2% | +32.3% |
| YTD | +19.1% | +142.1% | -123.0% | +21.0% |
| 1Y | +21.5% | +85.8% | -64.4% | +23.0% |
| All | +21.5% | +62.4% | -40.9% | +23.0% |
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