+54.8%
CTAS vs AMIX
-100.0%
+154.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.6% | +0.1% |
| 7D | +0.5% | -10.9% | +11.3% | +0.5% |
| 30D | +10.2% | -55.0% | +65.2% | +10.3% |
| 3M | +12.1% | -82.0% | +94.1% | +12.3% |
| 6M | +38.3% | -80.4% | +118.7% | +38.3% |
| YTD | +21.9% | -88.3% | +110.2% | +22.3% |
| 1Y | +24.0% | -92.4% | +116.4% | +24.6% |
| All | +54.8% | -100.0% | +154.8% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling