+5.3%
AMT vs CTVA
+211.9%
-206.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.8% |
| 30D | +3.7% | +11.1% | -7.3% | +1.2% |
| 3M | -7.2% | +13.2% | -20.4% | -10.2% |
| 6M | -4.2% | +8.7% | -12.9% | -6.7% |
| YTD | +1.9% | +27.3% | -25.4% | -4.6% |
| 1Y | -6.4% | +18.0% | -24.4% | -10.9% |
| 3Y | +7.7% | +76.5% | -68.7% | -9.1% |
| 5Y | -30.9% | +105.1% | -136.0% | -44.7% |
| All | +5.3% | +211.9% | -206.5% | -33.1% |
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