+31.1%
CTAS vs AMDL
+95.0%
-63.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -0.3% |
| 7D | -1.8% | +4.5% | -6.4% | -1.8% |
| 30D | -0.2% | -4.4% | +4.2% | -0.2% |
| 3M | +11.7% | -30.5% | +42.2% | +11.7% |
| 6M | +0.7% | +300.9% | -300.2% | -5.2% |
| YTD | +7.4% | +219.9% | -212.5% | +1.2% |
| 1Y | -2.1% | +374.7% | -376.8% | -11.0% |
| All | +31.1% | +95.0% | -63.9% | +19.2% |
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