+2,625.8%
CTAS vs AMP
+2,123.7%
+502.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | +11.7% | +23.6% | -11.9% | +3.2% |
| 6M | +0.7% | +20.4% | -19.6% | -6.2% |
| YTD | +7.4% | +15.4% | -8.0% | +1.0% |
| 1Y | -2.1% | +11.0% | -13.1% | -6.8% |
| 3Y | +62.9% | +70.5% | -7.5% | +30.8% |
| 5Y | +111.9% | +121.4% | -9.5% | +52.2% |
| 10Y | +652.2% | +575.6% | +76.6% | +250.7% |
| All | +2,625.8% | +2,123.7% | +502.1% | +664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling