+21.9%
CTAS vs APTV
-53.2%
+75.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +2.0% | -1.7% | +3.7% | +2.0% |
| 30D | +8.7% | -11.6% | +20.3% | +9.1% |
| 3M | +13.3% | -21.2% | +34.5% | +13.9% |
| 6M | +39.4% | -28.5% | +67.9% | +39.3% |
| YTD | +21.5% | -49.1% | +70.6% | +22.9% |
| 1Y | +21.9% | -52.2% | +74.1% | +24.7% |
| All | +21.9% | -53.2% | +75.0% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling