+16.4%
APH vs CVS
+5.1%
+11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.5% | +6.4% | -7.0% |
| 7D | -2.4% | -11.1% | +8.7% | -3.1% |
| 30D | -9.5% | -7.4% | -2.0% | -9.5% |
| 3M | -7.6% | -22.9% | +15.3% | -10.0% |
| 6M | +12.4% | -1.2% | +13.6% | +11.9% |
| YTD | +17.5% | +3.9% | +13.7% | +14.0% |
| 1Y | +16.4% | +5.6% | +10.9% | +13.2% |
| All | +16.4% | +5.1% | +11.3% | +13.2% |
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