+61,451.9%
APH vs CTAS
+15,320.0%
+46,132.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.5% |
| 7D | -48.7% | -1.8% | -46.9% | -48.2% |
| 30D | -51.9% | -0.2% | -51.7% | -51.8% |
| 3M | -43.6% | +11.7% | -55.2% | -46.4% |
| 6M | -37.5% | +0.7% | -38.2% | -38.3% |
| YTD | -38.6% | +7.4% | -46.0% | -41.0% |
| 1Y | -26.3% | -2.1% | -24.2% | -26.8% |
| 3Y | +89.2% | +62.9% | +26.3% | +52.4% |
| 5Y | +119.8% | +111.9% | +7.9% | +60.3% |
| 10Y | +454.3% | +652.2% | -197.9% | +150.1% |
| All | +61,451.9% | +15,320.0% | +46,132.0% | +12,283.3% |
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 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