+137.3%
CTVA vs AME
+198.1%
-60.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -20.8% | +5.9% | -26.6% | -23.3% |
| 30D | -29.6% | -1.9% | -27.7% | -29.4% |
| 3M | -16.9% | -5.4% | -11.5% | -15.3% |
| 6M | -24.3% | +4.9% | -29.2% | -27.7% |
| YTD | -5.6% | +18.5% | -24.1% | -17.0% |
| 1Y | -4.2% | +25.5% | -29.6% | -18.7% |
| 3Y | +43.3% | +63.0% | -19.7% | -0.8% |
| 5Y | +35.7% | +78.3% | -42.6% | -13.6% |
| All | +137.3% | +198.1% | -60.9% | -2.3% |
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