-26.3%
APH vs CVS
+35.9%
-62.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.0% | -50.8% | -47.0% |
| 7D | -48.7% | +4.1% | -52.8% | -47.9% |
| 30D | -51.9% | -2.4% | -49.5% | -51.5% |
| 3M | -43.6% | +2.7% | -46.2% | -42.9% |
| 6M | -37.5% | +21.9% | -59.4% | -36.9% |
| YTD | -38.6% | +24.7% | -63.4% | -38.5% |
| 1Y | -26.3% | +35.4% | -61.8% | -28.4% |
| All | -26.3% | +35.9% | -62.3% | -28.4% |
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