+25,810.5%
CTAS vs AME
+18,019.4%
+7,791.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.8% |
| 7D | +1.2% | -5.2% | +6.3% | +3.1% |
| 30D | +12.8% | -8.0% | +20.8% | +16.2% |
| 3M | +10.3% | -8.9% | +19.2% | +13.8% |
| 6M | +32.0% | -5.0% | +37.0% | +33.3% |
| YTD | +19.1% | +11.9% | +7.3% | +12.0% |
| 1Y | +21.5% | +16.6% | +4.8% | +12.2% |
| 3Y | +76.0% | +62.5% | +13.6% | +39.9% |
| 5Y | +110.9% | +67.6% | +43.3% | +65.9% |
| 10Y | +849.8% | +450.4% | +399.4% | +383.3% |
| All | +25,810.5% | +18,019.4% | +7,791.1% | +5,450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling