+47.3%
CVS vs AME
+63.2%
-16.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | +4.0% | -4.1% | +8.2% | +4.9% |
| 3M | -6.3% | -5.6% | -0.7% | -5.3% |
| 6M | -0.4% | +2.8% | -3.2% | -1.1% |
| YTD | +15.6% | +16.6% | -1.0% | +11.7% |
| 1Y | +18.3% | +21.1% | -2.8% | +13.4% |
| 3Y | +47.3% | +61.1% | -13.8% | +36.5% |
| All | +47.3% | +63.2% | -16.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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