+285.2%
APH vs CTAS
+115.9%
+169.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | -5.4% | +8.7% | -14.1% | -9.3% |
| 3M | -5.5% | +13.3% | -18.7% | -11.3% |
| 6M | +25.9% | +39.4% | -13.5% | +3.7% |
| YTD | +16.4% | +21.5% | -5.1% | +3.5% |
| 1Y | +16.5% | +21.9% | -5.4% | +3.2% |
| 3Y | +270.9% | +73.6% | +197.2% | +145.1% |
| All | +285.2% | +115.9% | +169.3% | +106.3% |
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