+10,785.8%
AMD vs CVS
+1,676.7%
+9,109.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +10.0% |
| 7D | -11.0% | -7.1% | -4.0% | -9.2% |
| 30D | -30.5% | -4.0% | -26.5% | -30.0% |
| 3M | -8.2% | -12.2% | +4.0% | -5.2% |
| 6M | +6.6% | -2.2% | +8.7% | +5.7% |
| YTD | +109.7% | +8.9% | +100.8% | +99.3% |
| 1Y | +88.9% | +9.9% | +79.0% | +78.8% |
| 3Y | +301.8% | +32.1% | +269.7% | +242.8% |
| 5Y | +229.4% | +5.7% | +223.7% | +200.5% |
| 10Y | +6,745.1% | +39.0% | +6,706.1% | +5,376.6% |
| All | +10,785.8% | +1,676.7% | +9,109.1% | +3,761.1% |
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