+116.0%
CTAS vs APD
+16.4%
+99.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.0% | +3.8% | -1.9% | +0.7% |
| 30D | +8.7% | +8.2% | +0.5% | +6.0% |
| 3M | +13.3% | +4.3% | +9.0% | +11.6% |
| 6M | +39.4% | +4.7% | +34.7% | +36.9% |
| YTD | +21.5% | +31.5% | -10.1% | +9.8% |
| 1Y | +21.9% | +23.5% | -1.7% | +12.4% |
| 3Y | +73.6% | +29.1% | +44.5% | +54.4% |
| All | +116.0% | +16.4% | +99.6% | +97.5% |
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