+74.2%
CTAS vs APD
+29.6%
+44.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | +10.2% | +9.4% | +0.8% | +8.0% |
| 3M | +12.1% | +4.7% | +7.4% | +10.8% |
| 6M | +38.3% | +5.5% | +32.8% | +36.3% |
| YTD | +21.9% | +31.4% | -9.5% | +13.3% |
| 1Y | +24.0% | +24.1% | -0.1% | +16.9% |
| All | +74.2% | +29.6% | +44.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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