+31.9%
CVS vs AMT
-31.6%
+63.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.4% | +4.6% | -7.0% | -3.0% |
| 3M | +2.7% | -8.4% | +11.1% | +3.8% |
| 6M | +21.9% | -6.0% | +27.9% | +22.7% |
| YTD | +24.7% | +2.1% | +22.6% | +23.8% |
| 1Y | +35.4% | -6.4% | +41.8% | +36.2% |
| 3Y | +65.2% | +8.1% | +57.1% | +58.6% |
| All | +31.9% | -31.6% | +63.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling