+84.0%
AMD vs CVS
+10.7%
+73.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +10.7% |
| 7D | -11.0% | -7.1% | -4.0% | -10.5% |
| 30D | -30.5% | -4.0% | -26.5% | -30.5% |
| 3M | -8.2% | -12.2% | +4.0% | -6.8% |
| 6M | +6.6% | -2.2% | +8.7% | +4.3% |
| YTD | +109.7% | +8.9% | +100.8% | +95.9% |
| All | +84.0% | +10.7% | +73.3% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling