+218.9%
CTVA vs AME
+188.0%
+30.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +11.1% | -8.6% | +19.7% | +16.7% |
| 3M | +13.7% | +5.8% | +7.9% | +9.2% |
| 6M | +11.2% | +3.8% | +7.4% | +7.2% |
| YTD | +26.9% | +14.4% | +12.4% | +15.1% |
| 1Y | +18.8% | +25.8% | -7.0% | +0.9% |
| 3Y | +75.9% | +55.2% | +20.8% | +26.6% |
| 5Y | +105.2% | +85.5% | +19.7% | +27.2% |
| All | +218.9% | +188.0% | +30.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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