+22.8%
CTAS vs AMDL
+133.6%
-110.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +1.1% |
| 7D | +0.7% | +5.4% | -4.7% | +1.5% |
| 30D | +11.3% | -36.6% | +47.9% | +10.1% |
| 3M | +11.4% | -1.0% | +12.4% | +12.9% |
| 6M | +35.6% | -12.1% | +47.7% | +37.5% |
| YTD | +20.7% | +215.1% | -194.4% | +24.1% |
| 1Y | +22.8% | +130.4% | -107.5% | +25.6% |
| All | +22.8% | +133.6% | -110.7% | +25.6% |
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