+285.2%
APH vs CVS
+12.2%
+273.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +4.9% | +6.6% | -1.7% | +4.4% |
| 30D | -5.4% | -0.4% | -5.0% | -5.4% |
| 3M | -5.5% | -5.3% | -0.2% | -5.2% |
| 6M | +25.9% | -7.7% | +33.6% | +26.3% |
| YTD | +16.4% | +16.0% | +0.3% | +13.7% |
| 1Y | +16.5% | +16.2% | +0.3% | +13.8% |
| 3Y | +270.9% | +47.6% | +223.3% | +248.6% |
| All | +285.2% | +12.2% | +273.0% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling