+23,259.8%
CTAS vs AME
+18,709.1%
+4,550.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -2.1% |
| 30D | -0.2% | -6.7% | +6.5% | +2.6% |
| 3M | +11.7% | +4.1% | +7.6% | +9.3% |
| 6M | +0.7% | +1.6% | -0.9% | -0.7% |
| YTD | +7.4% | +16.1% | -8.7% | 0.0% |
| 1Y | -2.1% | +27.3% | -29.4% | -12.5% |
| 3Y | +62.9% | +50.9% | +12.1% | +34.2% |
| 5Y | +111.9% | +81.4% | +30.5% | +62.3% |
| 10Y | +652.2% | +417.0% | +235.2% | +292.3% |
| All | +23,259.8% | +18,709.1% | +4,550.7% | +4,855.3% |
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