+132,206.2%
APH vs CVS
+1,826.9%
+130,379.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +5.0% | +4.0% | +1.0% | +3.9% |
| 30D | -3.9% | -2.4% | -1.5% | -3.3% |
| 3M | +13.0% | +2.7% | +10.3% | +11.7% |
| 6M | +25.2% | +21.9% | +3.3% | +17.8% |
| YTD | +22.9% | +24.7% | -1.8% | +13.9% |
| 1Y | +47.8% | +35.4% | +12.4% | +33.7% |
| 3Y | +283.0% | +65.2% | +217.8% | +214.9% |
| 5Y | +349.7% | +30.5% | +319.1% | +291.7% |
| 10Y | +1,061.2% | +40.4% | +1,020.9% | +854.6% |
| All | +132,206.2% | +1,826.9% | +130,379.3% | +50,170.5% |
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 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