+105.1%
CTVA vs AMCR
-12.3%
+117.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -4.5% | -6.3% | +1.8% | -2.4% |
| 30D | +11.3% | -7.8% | +19.1% | +14.4% |
| 3M | +12.3% | +7.5% | +4.8% | +9.3% |
| 6M | +7.2% | +2.7% | +4.5% | +5.4% |
| YTD | +26.0% | +6.0% | +20.0% | +21.7% |
| 1Y | +16.0% | +7.8% | +8.2% | +11.0% |
| 3Y | +73.9% | +5.8% | +68.1% | +63.9% |
| All | +105.1% | -12.3% | +117.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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