+15.2%
CTVA vs AMRZ
-19.2%
+34.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -5.8% | -4.7% | -1.1% | -5.5% |
| 30D | +11.1% | -11.3% | +22.3% | +12.0% |
| 3M | +13.2% | -22.1% | +35.3% | +15.1% |
| 6M | +8.7% | -29.6% | +38.3% | +11.2% |
| YTD | +27.3% | -23.3% | +50.6% | +29.0% |
| 1Y | +18.0% | -23.7% | +41.7% | +19.9% |
| All | +15.2% | -19.2% | +34.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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