+944.2%
APH vs CTAS
+832.5%
+111.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -8.0% | +10.7% | -18.7% | -13.2% |
| 3M | -5.0% | +11.0% | -16.0% | -10.6% |
| 6M | +29.9% | +38.7% | -8.8% | +6.5% |
| YTD | +18.0% | +21.8% | -3.8% | +3.7% |
| 1Y | +11.3% | +23.6% | -12.2% | -3.1% |
| 3Y | +274.9% | +74.9% | +200.0% | +159.9% |
| 5Y | +300.6% | +119.5% | +181.1% | +141.7% |
| 10Y | +944.2% | +820.2% | +124.0% | +244.4% |
| All | +944.2% | +832.5% | +111.7% | +244.4% |
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 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