0.0%
CTAS vs AME
+26.4%
-26.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | -1.1% | -6.6% | +5.5% | 0.0% |
| 3M | +11.5% | +3.0% | +8.5% | +10.2% |
| 6M | +0.2% | +5.3% | -5.1% | -2.0% |
| YTD | +7.2% | +15.4% | -8.3% | +2.2% |
| 1Y | 0.0% | +26.8% | -26.8% | -6.4% |
| All | 0.0% | +26.4% | -26.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling