+132,206.3%
APH vs CTAS
+15,320.0%
+116,886.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.0% | -1.8% | +6.8% | +5.7% |
| 30D | -3.9% | -0.2% | -3.7% | -3.9% |
| 3M | +13.0% | +11.7% | +1.3% | +7.0% |
| 6M | +25.2% | +0.7% | +24.4% | +23.4% |
| YTD | +22.9% | +7.4% | +15.5% | +18.0% |
| 1Y | +47.8% | -2.1% | +49.9% | +46.6% |
| 3Y | +283.0% | +62.9% | +220.1% | +207.9% |
| 5Y | +349.7% | +111.9% | +237.8% | +227.3% |
| 10Y | +1,061.2% | +652.2% | +409.0% | +422.7% |
| All | +132,206.3% | +15,320.0% | +116,886.3% | +26,456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CTAS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling