+355.9%
APH vs CTAS
+113.1%
+242.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.0% | -1.8% | +6.8% | +5.9% |
| 30D | -3.9% | -0.2% | -3.7% | -3.9% |
| 3M | +13.0% | +11.7% | +1.3% | +4.9% |
| 6M | +25.2% | +0.7% | +24.4% | +23.1% |
| YTD | +22.9% | +7.4% | +15.5% | +16.3% |
| 1Y | +47.8% | -2.1% | +49.9% | +47.1% |
| 3Y | +283.0% | +62.9% | +220.1% | +157.1% |
| All | +355.9% | +113.1% | +242.8% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling