+1,823.5%
AMD vs CTVA
+197.0%
+1,626.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.8% | +11.5% | +12.7% |
| 7D | +8.9% | +1.6% | +7.3% | +8.5% |
| 30D | -16.4% | -8.5% | -7.8% | -14.1% |
| 3M | +5.2% | +5.3% | -0.1% | +2.0% |
| 6M | +11.7% | -0.1% | +11.8% | +9.6% |
| YTD | +137.5% | +21.2% | +116.3% | +116.2% |
| 1Y | +117.8% | +27.0% | +90.8% | +94.8% |
| 3Y | +348.1% | +87.2% | +260.9% | +242.8% |
| 5Y | +241.5% | +77.9% | +163.6% | +162.6% |
| All | +1,823.5% | +197.0% | +1,626.5% | +1,032.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling