+301.8%
AMD vs CVS
+33.6%
+268.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +10.7% |
| 7D | -11.0% | -7.1% | -4.0% | -10.4% |
| 30D | -30.5% | -4.0% | -26.5% | -30.4% |
| 3M | -8.2% | -12.2% | +4.0% | -7.0% |
| 6M | +6.6% | -2.2% | +8.7% | +5.9% |
| YTD | +109.7% | +8.9% | +100.8% | +104.6% |
| 1Y | +88.9% | +9.9% | +79.0% | +84.1% |
| 3Y | +301.8% | +32.1% | +269.7% | +287.7% |
| All | +301.8% | +33.6% | +268.3% | +287.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling