+32.0%
CTAS vs AME
-4.0%
+36.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.6% |
| 7D | +1.2% | -5.2% | +6.3% | +0.7% |
| 30D | +12.8% | -8.0% | +20.8% | +12.0% |
| 3M | +10.3% | -8.9% | +19.2% | +9.1% |
| 6M | +32.0% | -5.0% | +37.0% | +30.1% |
| All | +32.0% | -4.0% | +36.0% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling