-8.1%
CTAS vs AMRZ
-17.3%
+9.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | -1.0% | -9.8% | +8.8% | +0.4% |
| 3M | +15.8% | -17.2% | +33.0% | +18.5% |
| 6M | -1.0% | -26.9% | +25.9% | +2.7% |
| YTD | +7.4% | -21.5% | +28.9% | +10.2% |
| 1Y | -0.1% | -22.9% | +22.8% | +2.5% |
| All | -8.1% | -17.3% | +9.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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