+614.3%
APH vs CTVA
+191.8%
+422.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.5% |
| 7D | -5.9% | +2.2% | -8.2% | -6.7% |
| 30D | -14.8% | -17.6% | +2.8% | -9.3% |
| 3M | -12.4% | +3.4% | -15.8% | -14.6% |
| 6M | +8.1% | -2.6% | +10.6% | +6.7% |
| YTD | +10.9% | +19.1% | -8.2% | +0.9% |
| 1Y | +8.8% | +26.8% | -18.0% | -3.4% |
| 3Y | +262.1% | +63.9% | +198.2% | +181.7% |
| 5Y | +283.1% | +75.7% | +207.4% | +183.2% |
| All | +614.3% | +191.8% | +422.4% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling