+671.2%
CTAS vs APTV
-15.8%
+687.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.5% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | -3.1% | -7.9% | +4.8% | -1.0% |
| 3M | +10.3% | -29.9% | +40.2% | +20.8% |
| 6M | +1.6% | -36.6% | +38.2% | +13.1% |
| YTD | +6.3% | -40.0% | +46.3% | +19.6% |
| 1Y | -0.5% | -44.0% | +43.5% | +14.1% |
| 3Y | +64.6% | -54.5% | +119.1% | +93.6% |
| 5Y | +106.0% | -68.8% | +174.8% | +165.1% |
| All | +671.2% | -15.8% | +687.1% | +587.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling