+219.9%
CTVA vs AMCR
+4.4%
+215.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.1% |
| 7D | -5.8% | -6.3% | +0.5% | -2.9% |
| 30D | +11.1% | -7.1% | +18.2% | +14.9% |
| 3M | +13.2% | +12.7% | +0.6% | +6.6% |
| 6M | +8.7% | +5.2% | +3.6% | +4.6% |
| YTD | +27.3% | +8.1% | +19.2% | +19.9% |
| 1Y | +18.0% | +11.7% | +6.3% | +9.0% |
| 3Y | +76.5% | +9.9% | +66.6% | +59.6% |
| 5Y | +105.1% | -8.7% | +113.8% | +101.5% |
| All | +219.9% | +4.4% | +215.5% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling