+131.2%
CTVA vs AMC
-97.3%
+228.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.3% | -22.0% | -24.3% |
| 7D | -23.7% | +8.4% | -32.1% | -23.8% |
| 30D | -31.2% | +9.2% | -40.4% | -31.3% |
| 3M | -18.7% | +32.0% | -50.7% | -19.2% |
| 6M | -25.5% | +149.3% | -174.8% | -27.0% |
| YTD | -8.0% | +114.1% | -122.1% | -9.7% |
| 1Y | -7.0% | +35.8% | -42.8% | -8.0% |
| 3Y | +45.2% | -58.3% | +103.5% | +45.1% |
| 5Y | +32.3% | -99.2% | +131.4% | +36.7% |
| All | +131.2% | -97.3% | +228.5% | +127.4% |
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