+65.0%
CTAS vs AMP
+64.9%
+0.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -1.1% | -1.0% | 0.0% | -0.8% |
| 3M | +11.5% | +23.2% | -11.7% | +4.1% |
| 6M | +0.2% | +20.4% | -20.2% | -6.0% |
| YTD | +7.2% | +13.6% | -6.5% | +1.8% |
| 1Y | 0.0% | +13.4% | -13.4% | -5.1% |
| All | +65.0% | +64.9% | +0.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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