+26,150.7%
CTAS vs AME
+18,783.2%
+7,367.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.7% | -4.1% | +4.8% | +2.2% |
| 30D | +11.3% | -4.1% | +15.4% | +12.7% |
| 3M | +11.4% | -5.6% | +17.0% | +13.3% |
| 6M | +35.6% | +2.8% | +32.8% | +32.6% |
| YTD | +20.7% | +16.6% | +4.1% | +11.6% |
| 1Y | +22.8% | +21.1% | +1.7% | +11.7% |
| 3Y | +73.4% | +61.1% | +12.3% | +38.3% |
| 5Y | +117.6% | +76.6% | +41.0% | +67.5% |
| 10Y | +818.4% | +431.3% | +387.1% | +371.8% |
| All | +26,150.7% | +18,783.2% | +7,367.5% | +5,427.5% |
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