+137,736.4%
AMAT vs CVS
+1,935.3%
+135,801.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | +4.0% | -5.5% | -2.9% |
| 30D | -14.8% | -2.4% | -12.4% | -14.3% |
| 3M | -9.3% | +2.7% | -11.9% | -10.4% |
| 6M | +27.4% | +21.9% | +5.5% | +18.2% |
| YTD | +77.6% | +24.7% | +52.8% | +62.0% |
| 1Y | +188.9% | +35.4% | +153.5% | +155.5% |
| 3Y | +202.3% | +65.2% | +137.1% | +136.1% |
| 5Y | +248.9% | +30.5% | +218.4% | +193.5% |
| 10Y | +1,585.2% | +40.4% | +1,544.8% | +1,232.2% |
| All | +137,736.4% | +1,935.3% | +135,801.1% | +34,260.6% |
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