+651.3%
CVS vs AMT
+1,433.3%
-782.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -0.3% | +3.7% | -4.1% | -1.0% |
| 3M | -10.3% | +10.7% | -21.0% | -11.7% |
| 6M | -4.6% | +9.3% | -13.8% | -6.1% |
| YTD | +10.7% | +10.9% | -0.2% | +8.5% |
| 1Y | +11.2% | +10.5% | +0.7% | +9.0% |
| 3Y | +43.0% | +15.5% | +27.5% | +38.1% |
| 5Y | +8.6% | -20.6% | +29.2% | +9.6% |
| 10Y | +52.0% | +124.5% | -72.6% | +33.1% |
| All | +651.3% | +1,433.3% | -782.0% | +342.1% |
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