+908.2%
APO vs CTAS
+675.6%
+232.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.0% |
| 30D | -8.4% | -3.1% | -5.4% | -6.5% |
| 3M | -2.1% | +10.3% | -12.3% | -9.4% |
| 6M | +19.2% | +1.6% | +17.6% | +16.0% |
| YTD | -10.5% | +6.3% | -16.8% | -16.0% |
| 1Y | -2.7% | -0.5% | -2.2% | -4.5% |
| 3Y | +52.5% | +64.6% | -12.1% | +1.2% |
| 5Y | +132.1% | +106.0% | +26.1% | +29.9% |
| All | +908.2% | +675.6% | +232.6% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling