-37.5%
APH vs CTAS
+0.1%
-37.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.8% |
| 7D | -48.7% | -1.8% | -46.9% | -48.7% |
| 30D | -51.9% | -0.2% | -51.7% | -51.9% |
| 3M | -43.6% | +11.7% | -55.2% | -44.9% |
| 6M | -37.5% | +0.7% | -38.2% | -34.2% |
| All | -37.5% | +0.1% | -37.7% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling