+491.2%
ADI vs CVNA
+2,461.5%
-1,970.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.0% |
| 7D | +4.6% | -7.3% | +11.8% | +5.5% |
| 30D | -1.2% | -4.6% | +3.4% | -0.8% |
| 3M | -7.8% | +2.0% | -9.8% | -8.4% |
| 6M | +19.3% | +11.7% | +7.6% | +16.8% |
| YTD | +40.9% | -18.1% | +59.0% | +42.2% |
| 1Y | +54.5% | -2.4% | +56.9% | +51.8% |
| 3Y | +123.4% | +580.6% | -457.1% | +66.8% |
| 5Y | +142.3% | +4.9% | +137.4% | +97.3% |
| All | +491.2% | +2,461.5% | -1,970.2% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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