+262.1%
APH vs CTAS
+75.4%
+186.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.5% |
| 7D | -5.9% | +1.2% | -7.1% | -6.2% |
| 30D | -14.8% | +12.8% | -27.6% | -17.4% |
| 3M | -12.4% | +10.3% | -22.7% | -14.7% |
| 6M | +8.1% | +32.0% | -23.9% | -2.0% |
| YTD | +10.9% | +19.1% | -8.2% | +4.5% |
| 1Y | +8.8% | +21.5% | -12.7% | +1.5% |
| 3Y | +262.1% | +76.0% | +186.0% | +181.6% |
| All | +262.1% | +75.4% | +186.7% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling