+41.9%
CVS vs AMT
+96.3%
-54.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | -0.3% | +3.7% | -4.0% | -1.1% |
| 3M | -1.1% | -7.2% | +6.1% | +0.3% |
| 6M | +23.7% | -4.2% | +27.9% | +24.3% |
| YTD | +23.0% | +1.9% | +21.1% | +21.6% |
| 1Y | +37.2% | -6.4% | +43.5% | +38.2% |
| 3Y | +62.4% | +7.7% | +54.7% | +54.0% |
| 5Y | +31.8% | -30.9% | +62.7% | +40.2% |
| 10Y | +41.9% | +105.4% | -63.5% | +34.9% |
| All | +41.9% | +96.3% | -54.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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