+204.7%
CTVA vs AMC
-97.2%
+301.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | +1.6% |
| 7D | +1.6% | +6.6% | -5.0% | +1.5% |
| 30D | -8.5% | +14.1% | -22.6% | -8.8% |
| 3M | +5.3% | +31.3% | -26.0% | +4.7% |
| 6M | -0.1% | +126.7% | -126.7% | -1.9% |
| YTD | +21.2% | +117.9% | -96.7% | +18.9% |
| 1Y | +27.0% | +41.1% | -14.1% | +25.5% |
| 3Y | +87.2% | -61.0% | +148.2% | +87.2% |
| 5Y | +77.9% | -99.1% | +177.0% | +83.8% |
| All | +204.7% | -97.2% | +301.9% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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