+72.0%
CVS vs AMC
-97.7%
+169.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.5% |
| 6M | -2.2% | +91.5% | -93.6% | -3.1% |
| YTD | +8.9% | +101.3% | -92.4% | +7.7% |
| 1Y | +9.9% | +20.8% | -10.9% | +9.2% |
| 3Y | +32.1% | -71.3% | +103.4% | +32.4% |
| 5Y | +5.7% | -99.2% | +104.9% | +8.4% |
| 10Y | +39.0% | -98.7% | +137.7% | +40.8% |
| All | +72.0% | -97.7% | +169.7% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling