+14.9%
AMT vs CTVA
+45.6%
-30.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -24.3% | +24.1% | +1.4% |
| 7D | -2.2% | -23.7% | +21.5% | -0.6% |
| 30D | +5.8% | -31.2% | +37.0% | +8.2% |
| 3M | +12.6% | -18.7% | +31.3% | +13.0% |
| 6M | +8.3% | -25.5% | +33.8% | +9.6% |
| YTD | +11.4% | -8.0% | +19.4% | +9.5% |
| 1Y | +7.7% | -7.0% | +14.7% | +5.7% |
| All | +14.9% | +45.6% | -30.7% | +6.3% |
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