+153.3%
AMAT vs CVNA
+1,152.5%
-999.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.1% |
| 7D | +11.4% | -1.6% | +13.0% | +11.7% |
| 30D | -17.0% | +24.9% | -41.9% | -20.0% |
| 3M | -30.6% | -1.8% | -28.8% | -30.8% |
| 6M | -14.9% | +3.5% | -18.5% | -16.7% |
| YTD | +44.7% | -14.3% | +58.9% | +44.8% |
| 1Y | +66.9% | +13.6% | +53.3% | +59.2% |
| 3Y | +153.3% | +1,163.4% | -1,010.1% | +86.0% |
| All | +153.3% | +1,152.5% | -999.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling