+3,172.3%
CTAS vs APTV
+194.6%
+2,977.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -1.2% |
| 7D | -1.8% | +4.8% | -6.6% | -3.2% |
| 30D | -0.2% | +2.0% | -2.2% | -1.0% |
| 3M | +11.7% | -34.2% | +45.9% | +24.6% |
| 6M | +0.7% | -34.7% | +35.4% | +11.3% |
| YTD | +7.4% | -37.0% | +44.4% | +19.3% |
| 1Y | -2.1% | -40.4% | +38.3% | +10.2% |
| 3Y | +62.9% | -54.1% | +117.0% | +91.3% |
| 5Y | +111.9% | -68.0% | +179.9% | +169.4% |
| 10Y | +652.2% | -15.5% | +667.7% | +532.2% |
| All | +3,172.3% | +194.6% | +2,977.7% | +1,648.3% |
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