+114,578.9%
APH vs CTAS
+17,315.2%
+97,263.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.9% |
| 7D | -12.7% | +3.8% | -16.5% | -14.0% |
| 30D | -19.2% | +15.5% | -34.7% | -23.9% |
| 3M | -16.7% | +12.7% | -29.4% | -20.9% |
| 6M | +5.1% | +34.5% | -29.3% | -7.8% |
| YTD | +6.6% | +21.3% | -14.7% | -2.8% |
| 1Y | +3.9% | +23.1% | -19.2% | -5.9% |
| 3Y | +246.0% | +79.3% | +166.7% | +167.1% |
| 5Y | +268.0% | +114.7% | +153.3% | +165.1% |
| 10Y | +868.2% | +867.1% | +1.1% | +296.0% |
| All | +114,578.9% | +17,315.2% | +97,263.6% | +21,768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling