+683.8%
CTAS vs AME
+425.2%
+258.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +1.0% | +1.3% | -0.3% | +0.1% |
| 30D | -1.1% | -6.6% | +5.5% | +3.2% |
| 3M | +11.5% | +3.0% | +8.5% | +8.3% |
| 6M | +0.2% | +5.3% | -5.1% | -4.6% |
| YTD | +7.2% | +15.4% | -8.3% | -4.6% |
| 1Y | 0.0% | +26.8% | -26.8% | -17.0% |
| 3Y | +65.9% | +56.5% | +9.4% | +14.6% |
| 5Y | +109.6% | +85.2% | +24.3% | +26.6% |
| 10Y | +683.8% | +428.5% | +255.2% | +162.8% |
| All | +683.8% | +425.2% | +258.5% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling