+142.7%
AMAT vs CTVA
+63.2%
+79.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | -14.7% | +2.2% | -16.9% | -14.9% |
| 30D | -36.1% | -17.6% | -18.4% | -34.2% |
| 3M | -36.9% | +3.4% | -40.3% | -37.8% |
| 6M | -22.2% | -2.6% | -19.6% | -23.1% |
| YTD | +29.9% | +19.1% | +10.8% | +21.4% |
| 1Y | +43.3% | +26.8% | +16.5% | +31.4% |
| 3Y | +142.7% | +63.9% | +78.8% | +106.0% |
| All | +142.7% | +63.2% | +79.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling