+677.5%
CTAS vs APTV
-18.0%
+695.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.5% |
| 7D | +1.0% | -1.2% | +2.1% | +1.2% |
| 30D | -1.1% | -10.6% | +9.6% | +2.0% |
| 3M | +11.5% | -35.0% | +46.5% | +24.8% |
| 6M | +0.2% | -38.9% | +39.1% | +12.7% |
| YTD | +7.2% | -41.5% | +48.7% | +21.5% |
| 1Y | 0.0% | -45.8% | +45.8% | +15.7% |
| 3Y | +65.9% | -55.7% | +121.6% | +96.7% |
| 5Y | +109.6% | -70.1% | +179.7% | +173.5% |
| All | +677.5% | -18.0% | +695.5% | +597.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling