+95.5%
AMD vs CTVA
+33.4%
+62.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.9% |
| 7D | -15.5% | +8.2% | -23.7% | -15.8% |
| 30D | -22.6% | -1.0% | -21.6% | -22.2% |
| 3M | -5.7% | +4.6% | -10.3% | -6.7% |
| 6M | +43.1% | +0.5% | +42.6% | +38.9% |
| YTD | +128.2% | +22.7% | +105.5% | +93.2% |
| 1Y | +95.5% | +32.0% | +63.5% | +51.9% |
| All | +95.5% | +33.4% | +62.0% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling