+25.6%
CTAS vs AMIX
-92.3%
+118.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | +7.6% | -25.1% | +32.7% | +7.6% |
| 30D | +17.2% | -54.5% | +71.7% | +17.2% |
| 3M | +12.8% | -91.7% | +104.5% | +12.7% |
| 6M | +38.0% | -79.4% | +117.4% | +37.3% |
| YTD | +22.7% | -86.1% | +108.8% | +21.4% |
| 1Y | +25.6% | -91.6% | +117.2% | +23.4% |
| All | +25.6% | -92.3% | +118.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling