+116.0%
CTAS vs AMP
+80.8%
+35.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +2.0% | +3.9% | -2.0% | +0.4% |
| 30D | +8.7% | +5.1% | +3.6% | +6.5% |
| 3M | +13.3% | -8.7% | +21.9% | +17.1% |
| 6M | +39.4% | +11.4% | +28.0% | +32.8% |
| YTD | +21.5% | +7.3% | +14.2% | +16.4% |
| 1Y | +21.9% | +14.6% | +7.3% | +13.5% |
| 3Y | +73.6% | +61.2% | +12.4% | +34.5% |
| All | +116.0% | +80.8% | +35.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling