+11.3%
APH vs CVS
+18.3%
-7.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +0.4% | +12.0% | -11.6% | +1.1% |
| 30D | -8.0% | +2.8% | -10.7% | -7.5% |
| 3M | -5.0% | -3.6% | -1.4% | -5.2% |
| 6M | +29.9% | -1.6% | +31.5% | +29.3% |
| YTD | +18.0% | +16.3% | +1.7% | +14.3% |
| 1Y | +11.3% | +15.5% | -4.2% | +8.4% |
| All | +11.3% | +18.3% | -7.0% | +8.4% |
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