+288.5%
APH vs CTAS
+73.4%
+215.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -7.5% | +10.3% | -17.7% | -9.8% |
| 3M | -4.4% | +10.2% | -14.6% | -6.9% |
| 6M | +26.5% | +34.4% | -7.9% | +13.9% |
| YTD | +20.0% | +19.6% | +0.5% | +13.0% |
| 1Y | +16.9% | +21.8% | -4.9% | +9.0% |
| 3Y | +288.5% | +74.1% | +214.4% | +203.1% |
| All | +288.5% | +73.4% | +215.1% | +203.1% |
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 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