+1,760.0%
CVS vs AME
+18,783.2%
-17,023.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | +4.0% | -4.1% | +8.2% | +5.2% |
| 3M | -6.3% | -5.6% | -0.7% | -5.0% |
| 6M | -0.4% | +2.8% | -3.2% | -1.6% |
| YTD | +15.6% | +16.6% | -1.0% | +10.1% |
| 1Y | +18.3% | +21.1% | -2.8% | +11.4% |
| 3Y | +47.3% | +61.1% | -13.8% | +26.6% |
| 5Y | +13.2% | +76.6% | -63.4% | -5.7% |
| 10Y | +57.2% | +431.3% | -374.1% | -2.4% |
| All | +1,760.0% | +18,783.2% | -17,023.2% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling