+681.7%
APH vs CTVA
+216.1%
+465.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | -3.3% | +12.0% | -15.4% | -7.4% |
| 3M | +14.0% | +13.5% | +0.6% | +7.9% |
| 6M | +24.4% | +12.1% | +12.3% | +17.6% |
| YTD | +21.4% | +29.0% | -7.6% | +8.6% |
| 1Y | +48.9% | +18.9% | +30.1% | +36.7% |
| 3Y | +290.1% | +78.9% | +211.2% | +197.0% |
| 5Y | +352.8% | +105.2% | +247.6% | +217.4% |
| All | +681.7% | +216.1% | +465.6% | +317.5% |
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 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