+285.2%
APH vs CTVA
+34.7%
+250.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.3% |
| 7D | +4.9% | -20.8% | +25.6% | +8.9% |
| 30D | -5.4% | -29.6% | +24.2% | +0.8% |
| 3M | -5.5% | -16.9% | +11.4% | -4.0% |
| 6M | +25.9% | -24.3% | +50.2% | +30.3% |
| YTD | +16.4% | -5.6% | +22.0% | +12.0% |
| 1Y | +16.5% | -4.2% | +20.7% | +11.5% |
| 3Y | +270.9% | +43.3% | +227.6% | +205.3% |
| All | +285.2% | +34.7% | +250.5% | +210.6% |
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