-4.4%
APO vs CTAS
+25.6%
-30.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +7.7% |
| 7D | +8.2% | +7.6% | +0.6% | +7.1% |
| 30D | +6.4% | +17.2% | -10.8% | +4.3% |
| 3M | -7.4% | +12.8% | -20.2% | -8.9% |
| 6M | -4.2% | +38.0% | -42.1% | -8.3% |
| YTD | -14.1% | +22.7% | -36.8% | -17.2% |
| 1Y | -4.4% | +25.6% | -30.0% | -9.4% |
| All | -4.4% | +25.6% | -30.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling