+3,613.8%
CTAS vs APTV
+138.4%
+3,475.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.5% | -5.0% | +5.5% | +1.9% |
| 30D | +10.2% | -12.3% | +22.6% | +14.2% |
| 3M | +12.1% | -19.9% | +32.0% | +18.8% |
| 6M | +38.3% | -29.4% | +67.6% | +49.2% |
| YTD | +21.9% | -49.0% | +70.9% | +43.2% |
| 1Y | +24.0% | -53.1% | +77.1% | +49.2% |
| 3Y | +75.1% | -48.9% | +124.0% | +96.0% |
| 5Y | +116.9% | -77.2% | +194.2% | +206.4% |
| 10Y | +821.3% | -26.8% | +848.0% | +704.8% |
| All | +3,613.8% | +138.4% | +3,475.4% | +1,999.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling