+746.5%
CVS vs AMT
+1,311.4%
-564.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.6% |
| YTD | +24.7% | +2.1% | +22.6% | +23.9% |
| 1Y | +35.4% | -6.4% | +41.8% | +36.1% |
| 3Y | +65.2% | +8.1% | +57.1% | +61.1% |
| 5Y | +30.5% | -31.9% | +62.5% | +34.7% |
| 10Y | +40.4% | +97.1% | -56.7% | +25.3% |
| All | +746.5% | +1,311.4% | -564.9% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling