+951.3%
APH vs CTAS
+848.9%
+102.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -7.5% | +10.3% | -17.7% | -12.5% |
| 3M | -4.4% | +10.2% | -14.6% | -9.8% |
| 6M | +26.5% | +34.4% | -7.9% | +5.5% |
| YTD | +20.0% | +19.6% | +0.5% | +6.6% |
| 1Y | +16.9% | +21.8% | -4.9% | +2.5% |
| 3Y | +288.5% | +74.1% | +214.4% | +169.7% |
| 5Y | +310.3% | +114.0% | +196.2% | +150.8% |
| 10Y | +951.3% | +813.9% | +137.3% | +254.1% |
| All | +951.3% | +848.9% | +102.4% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling