+5.6%
AMT vs CTVA
+223.3%
-217.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.2% | +4.9% | -5.2% | -1.4% |
| 30D | +4.6% | +11.9% | -7.3% | +1.9% |
| 3M | -8.4% | +13.7% | -22.1% | -11.4% |
| 6M | -6.0% | +13.1% | -19.2% | -9.3% |
| YTD | +2.1% | +32.0% | -29.8% | -5.1% |
| 1Y | -6.4% | +22.1% | -28.5% | -11.6% |
| 3Y | +8.1% | +77.5% | -69.4% | -8.8% |
| 5Y | -31.9% | +106.3% | -138.2% | -45.5% |
| All | +5.6% | +223.3% | -217.7% | -33.5% |
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