+32.1%
CVS vs AMC
-71.5%
+103.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | -7.1% | +2.6% | -9.7% | -7.1% |
| 30D | -4.0% | +9.0% | -13.0% | -4.1% |
| 3M | -12.2% | +22.2% | -34.4% | -12.4% |
| 6M | -2.2% | +91.5% | -93.6% | -3.0% |
| YTD | +8.9% | +101.3% | -92.4% | +7.6% |
| 1Y | +9.9% | +20.8% | -10.9% | +9.5% |
| 3Y | +32.1% | -71.3% | +103.4% | +31.9% |
| All | +32.1% | -71.5% | +103.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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