+355.9%
APH vs CTVA
+107.7%
+248.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +5.0% | +4.9% | 0.0% | +3.6% |
| 30D | -3.9% | +11.9% | -15.8% | -6.8% |
| 3M | +13.0% | +13.7% | -0.7% | +8.2% |
| 6M | +25.2% | +13.1% | +12.0% | +19.5% |
| YTD | +22.9% | +32.0% | -9.0% | +11.8% |
| 1Y | +47.8% | +22.1% | +25.8% | +37.2% |
| 3Y | +283.0% | +77.5% | +205.5% | +210.8% |
| All | +355.9% | +107.7% | +248.3% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling