+100,756.0%
AMAT vs CVS
+1,676.7%
+99,079.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.2% |
| 7D | -14.7% | -7.1% | -7.6% | -12.9% |
| 30D | -36.1% | -4.0% | -32.1% | -35.6% |
| 3M | -36.9% | -12.2% | -24.6% | -34.7% |
| 6M | -22.2% | -2.2% | -20.0% | -22.7% |
| YTD | +29.9% | +8.9% | +21.0% | +23.1% |
| 1Y | +43.3% | +9.9% | +33.4% | +35.1% |
| 3Y | +142.7% | +32.1% | +110.6% | +103.8% |
| 5Y | +126.2% | +5.7% | +120.5% | +103.5% |
| 10Y | +1,211.7% | +39.0% | +1,172.7% | +931.0% |
| All | +100,756.0% | +1,676.7% | +99,079.3% | +26,005.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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