+119,301.1%
APH vs CVS
+1,582.1%
+117,719.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.3% |
| 7D | -5.9% | -7.1% | +1.2% | -4.2% |
| 30D | -14.8% | -4.0% | -10.8% | -14.1% |
| 3M | -12.4% | -12.2% | -0.2% | -9.8% |
| 6M | +8.1% | -2.2% | +10.2% | +7.5% |
| YTD | +10.9% | +8.9% | +2.0% | +6.1% |
| 1Y | +8.8% | +9.9% | -1.1% | +3.7% |
| 3Y | +262.1% | +32.1% | +230.0% | +215.6% |
| 5Y | +283.1% | +5.7% | +277.5% | +252.5% |
| 10Y | +908.1% | +39.0% | +869.1% | +726.1% |
| All | +119,301.1% | +1,582.1% | +117,719.0% | +46,716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling