+410.3%
CVS vs AMP
+2,108.3%
-1,698.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | +0.4% | +0.8% | -0.5% | +0.1% |
| 3M | -0.4% | +24.3% | -24.7% | -6.5% |
| 6M | +25.1% | +20.6% | +4.6% | +18.3% |
| YTD | +23.9% | +14.6% | +9.2% | +18.2% |
| 1Y | +41.1% | +14.5% | +26.5% | +34.5% |
| 3Y | +63.6% | +67.9% | -4.3% | +38.5% |
| 5Y | +31.5% | +122.5% | -91.0% | +1.1% |
| 10Y | +40.5% | +573.3% | -532.8% | -24.2% |
| All | +410.3% | +2,108.3% | -1,698.0% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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