+665.6%
APH vs CTVA
+198.5%
+467.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -5.0% | +2.4% | -7.5% | -5.8% |
| 30D | -8.4% | -8.1% | -0.3% | -6.0% |
| 3M | -4.5% | +6.3% | -10.8% | -7.7% |
| 6M | +25.3% | +0.4% | +24.9% | +22.6% |
| YTD | +18.9% | +21.8% | -2.9% | +7.4% |
| 1Y | +11.9% | +24.9% | -13.0% | +0.1% |
| 3Y | +278.0% | +92.3% | +185.7% | +176.1% |
| 5Y | +306.4% | +78.9% | +227.5% | +198.9% |
| All | +665.6% | +198.5% | +467.1% | +313.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling