-18.0%
AMT vs CTVA
+34.5%
-52.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -24.3% | +24.1% | +3.2% |
| 7D | -2.2% | -23.7% | +21.5% | +1.0% |
| 30D | +5.8% | -31.2% | +37.0% | +11.0% |
| 3M | +12.6% | -18.7% | +31.3% | +14.2% |
| 6M | +8.3% | -25.5% | +33.8% | +11.3% |
| YTD | +11.4% | -8.0% | +19.4% | +9.2% |
| 1Y | +7.7% | -7.0% | +14.7% | +5.3% |
| 3Y | +14.8% | +45.2% | -30.4% | -1.6% |
| 5Y | -18.0% | +32.3% | -50.2% | -28.4% |
| All | -18.0% | +34.5% | -52.4% | -28.4% |
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