+1,648.7%
APO vs CTAS
+3,558.6%
-1,909.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +8.1% | +0.7% | +7.4% | +7.7% |
| 30D | +3.4% | +11.3% | -7.9% | -3.6% |
| 3M | -6.6% | +11.4% | -18.1% | -13.3% |
| 6M | -7.1% | +35.6% | -42.7% | -25.2% |
| YTD | -14.1% | +20.7% | -34.8% | -25.9% |
| 1Y | -4.7% | +22.8% | -27.5% | -18.7% |
| 3Y | +51.3% | +73.4% | -22.1% | -0.4% |
| 5Y | +82.7% | +117.6% | -34.9% | +2.2% |
| 10Y | +845.7% | +818.4% | +27.3% | +104.8% |
| All | +1,648.7% | +3,558.6% | -1,909.9% | +57.7% |
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