+231.7%
CTVA vs AME
+192.3%
+39.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | +4.9% | +0.6% | +4.3% | +4.5% |
| 30D | +11.9% | -6.7% | +18.6% | +16.2% |
| 3M | +13.7% | +4.1% | +9.6% | +10.2% |
| 6M | +13.1% | +1.6% | +11.6% | +10.5% |
| YTD | +32.0% | +16.1% | +15.8% | +18.6% |
| 1Y | +22.1% | +27.3% | -5.3% | +2.9% |
| 3Y | +77.5% | +50.9% | +26.6% | +30.4% |
| 5Y | +106.3% | +81.4% | +24.9% | +30.4% |
| All | +231.7% | +192.3% | +39.4% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling