+264.6%
AMD vs CTVA
+34.7%
+229.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -9.4% |
| 7D | +18.9% | -20.8% | +39.7% | +24.0% |
| 30D | -6.4% | -29.6% | +23.2% | +1.1% |
| 3M | +10.6% | -16.9% | +27.5% | +11.7% |
| 6M | +19.9% | -24.3% | +44.1% | +24.3% |
| YTD | +149.4% | -5.6% | +155.0% | +136.1% |
| 1Y | +115.4% | -4.2% | +119.5% | +102.5% |
| 3Y | +357.3% | +43.3% | +314.0% | +264.1% |
| All | +264.6% | +34.7% | +229.9% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling