+105.1%
CTVA vs AME
+83.9%
+21.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -5.8% | +1.3% | -7.1% | -6.3% |
| 30D | +11.1% | -6.6% | +17.6% | +13.9% |
| 3M | +13.2% | +3.0% | +10.3% | +11.3% |
| 6M | +8.7% | +5.3% | +3.4% | +5.4% |
| YTD | +27.3% | +15.4% | +11.8% | +18.4% |
| 1Y | +18.0% | +26.8% | -8.8% | +4.8% |
| 3Y | +76.5% | +56.5% | +20.0% | +38.4% |
| 5Y | +105.1% | +85.2% | +19.8% | +41.6% |
| All | +105.1% | +83.9% | +21.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling