+234.0%
AMD vs CVS
+34.3%
+199.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +10.0% | -1.6% | +11.6% | +10.4% |
| 30D | +4.6% | +0.4% | +4.2% | +4.5% |
| 3M | +3.1% | -0.4% | +3.6% | +3.0% |
| 6M | +162.8% | +25.1% | +137.7% | +148.2% |
| YTD | +136.2% | +23.9% | +112.3% | +121.8% |
| 1Y | +234.0% | +41.1% | +192.9% | +259.0% |
| All | +234.0% | +34.3% | +199.8% | +259.0% |
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