+691.5%
APH vs CTVA
+223.3%
+468.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +5.0% | +4.9% | 0.0% | +3.1% |
| 30D | -3.9% | +11.9% | -15.8% | -7.9% |
| 3M | +13.0% | +13.7% | -0.7% | +6.8% |
| 6M | +25.2% | +13.1% | +12.0% | +17.9% |
| YTD | +22.9% | +32.0% | -9.0% | +9.1% |
| 1Y | +47.8% | +22.1% | +25.8% | +34.4% |
| 3Y | +283.0% | +77.5% | +205.5% | +193.1% |
| 5Y | +349.7% | +106.3% | +243.4% | +215.1% |
| All | +691.5% | +223.3% | +468.2% | +319.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling