+48.6%
CTAS vs AMDL
+119.6%
-71.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.3% | -13.4% | +0.9% |
| 7D | -0.8% | +18.5% | -19.3% | -0.7% |
| 30D | +10.7% | -24.2% | +35.0% | +10.8% |
| 3M | +11.0% | +11.5% | -0.5% | +10.9% |
| 6M | +38.7% | -1.0% | +39.8% | +37.6% |
| YTD | +21.8% | +260.3% | -238.5% | +14.6% |
| 1Y | +23.6% | +178.2% | -154.6% | +17.2% |
| All | +48.6% | +119.6% | -71.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling