+16.4%
APH vs CTVA
+33.4%
-17.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.2% | -9.4% | -6.0% |
| 7D | -2.4% | +8.2% | -10.6% | -2.2% |
| 30D | -9.5% | -1.0% | -8.4% | -9.3% |
| 3M | -7.6% | +4.6% | -12.2% | -7.3% |
| 6M | +12.4% | +0.5% | +11.9% | +12.4% |
| YTD | +17.5% | +22.7% | -5.2% | +8.7% |
| 1Y | +16.4% | +32.0% | -15.6% | +2.5% |
| All | +16.4% | +33.4% | -17.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling