+7.9%
AMT vs CTVA
+78.5%
-70.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | -0.2% | -2.1% | +1.9% | 0.0% |
| 30D | +1.8% | +12.0% | -10.2% | +0.5% |
| 3M | -6.2% | +13.5% | -19.7% | -7.6% |
| 6M | -5.0% | +12.1% | -17.1% | -6.6% |
| YTD | +2.1% | +29.0% | -27.0% | -1.7% |
| 1Y | -5.7% | +18.9% | -24.6% | -8.1% |
| 3Y | +7.9% | +78.9% | -71.0% | -1.6% |
| All | +7.9% | +78.5% | -70.6% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling