+113.3%
CTAS vs APD
+11.0%
+102.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +1.2% | -3.7% | +4.8% | +2.4% |
| 30D | +12.8% | +9.6% | +3.2% | +9.5% |
| 3M | +10.3% | +1.6% | +8.6% | +9.6% |
| 6M | +32.0% | +2.2% | +29.8% | +30.6% |
| YTD | +19.1% | +25.9% | -6.7% | +9.2% |
| 1Y | +21.5% | +20.1% | +1.3% | +13.0% |
| 3Y | +76.0% | +12.4% | +63.6% | +64.8% |
| All | +113.3% | +11.0% | +102.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling