+277.4%
APH vs CVS
+48.8%
+228.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +11.1% | +10.4% | +0.7% | +11.4% |
| 30D | -7.3% | +3.3% | -10.6% | -7.1% |
| 3M | -6.2% | -4.5% | -1.6% | -6.2% |
| 6M | +24.9% | -4.4% | +29.3% | +24.7% |
| YTD | +18.4% | +16.6% | +1.8% | +18.3% |
| 1Y | +13.0% | +15.3% | -2.3% | +12.9% |
| All | +277.4% | +48.8% | +228.6% | +284.0% |
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