+51.3%
CTAS vs AMIX
-100.0%
+151.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | -16.0% | +17.2% | +1.2% |
| 30D | +12.8% | -55.4% | +68.2% | +12.9% |
| 3M | +10.3% | -87.5% | +97.8% | +10.6% |
| 6M | +32.0% | -81.2% | +113.2% | +32.1% |
| YTD | +19.1% | -86.8% | +106.0% | +19.5% |
| 1Y | +21.5% | -91.6% | +113.1% | +22.0% |
| All | +51.3% | -100.0% | +151.3% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling