-2.5%
APO vs CTAS
+23.6%
-26.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +5.8% | +2.0% | +3.8% | +5.4% |
| 30D | +8.9% | +8.7% | +0.2% | +7.7% |
| 3M | -13.6% | +13.3% | -26.9% | -15.0% |
| 6M | -5.4% | +39.4% | -44.8% | -9.6% |
| YTD | -13.6% | +21.5% | -35.1% | -16.7% |
| 1Y | -2.5% | +21.9% | -24.4% | -6.2% |
| All | -2.5% | +23.6% | -26.1% | -6.2% |
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 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