+51.9%
APO vs CTAS
+73.4%
-21.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | +3.0% | +10.3% | -7.3% | -0.9% |
| 3M | -3.7% | +10.2% | -13.9% | -7.5% |
| 6M | -7.5% | +34.4% | -41.8% | -19.2% |
| YTD | -14.5% | +19.6% | -34.1% | -21.4% |
| 1Y | -6.2% | +21.8% | -27.9% | -14.6% |
| 3Y | +51.9% | +74.1% | -22.2% | +32.4% |
| All | +51.9% | +73.4% | -21.5% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling