+1,706.2%
AMD vs CTVA
+223.3%
+1,482.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +2.6% | +4.9% | -2.4% | +0.7% |
| 30D | -0.9% | +11.9% | -12.8% | -5.1% |
| 3M | -8.7% | +13.7% | -22.4% | -13.6% |
| 6M | +136.3% | +13.1% | +123.2% | +123.4% |
| YTD | +123.0% | +32.0% | +91.0% | +99.1% |
| 1Y | +195.2% | +22.1% | +173.1% | +169.7% |
| 3Y | +336.3% | +77.5% | +258.9% | +243.1% |
| 5Y | +334.5% | +106.3% | +228.2% | +219.4% |
| All | +1,706.2% | +223.3% | +1,482.9% | +942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling