+76.0%
CTAS vs AME
+62.2%
+13.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.5% |
| 7D | +1.2% | -5.2% | +6.3% | +2.4% |
| 30D | +12.8% | -8.0% | +20.8% | +15.0% |
| 3M | +10.3% | -8.9% | +19.2% | +12.7% |
| 6M | +32.0% | -5.0% | +37.0% | +32.7% |
| YTD | +19.1% | +11.9% | +7.3% | +12.4% |
| 1Y | +21.5% | +16.6% | +4.8% | +12.8% |
| 3Y | +76.0% | +62.5% | +13.6% | +40.1% |
| All | +76.0% | +62.2% | +13.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling