+285.6%
APH vs CVS
+65.4%
+220.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | +5.0% | +4.0% | +1.0% | +5.1% |
| 30D | -3.9% | -2.4% | -1.5% | -3.9% |
| 3M | +13.0% | +2.7% | +10.3% | +12.9% |
| 6M | +25.2% | +21.9% | +3.3% | +25.1% |
| YTD | +22.9% | +24.7% | -1.8% | +22.9% |
| 1Y | +47.8% | +35.4% | +12.4% | +47.5% |
| All | +285.6% | +65.4% | +220.2% | +281.9% |
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