+40.0%
CVS vs AMCR
+14.6%
+25.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.2% | -6.3% | +4.1% | -0.5% |
| 30D | -0.1% | -7.8% | +7.7% | +2.0% |
| 3M | -5.2% | +7.5% | -12.7% | -7.4% |
| 6M | +26.9% | +2.7% | +24.2% | +24.9% |
| YTD | +22.1% | +6.0% | +16.0% | +18.6% |
| 1Y | +30.8% | +7.8% | +23.0% | +26.4% |
| 3Y | +54.4% | +5.8% | +48.6% | +47.1% |
| 5Y | +33.4% | -11.6% | +45.0% | +33.4% |
| All | +40.0% | +14.6% | +25.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling