+937.4%
AMAT vs CVNA
+2,523.7%
-1,586.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.0% |
| 7D | +19.3% | -1.7% | +21.0% | +19.7% |
| 30D | -17.9% | +17.3% | -35.2% | -19.9% |
| 3M | -30.4% | -2.3% | -28.2% | -30.6% |
| 6M | -11.4% | -3.9% | -7.5% | -12.1% |
| YTD | +48.8% | -16.1% | +64.8% | +49.4% |
| 1Y | +66.0% | +7.9% | +58.1% | +60.9% |
| 3Y | +158.8% | +1,113.4% | -954.6% | +70.2% |
| 5Y | +153.2% | +20.3% | +132.9% | +92.8% |
| All | +937.4% | +2,523.7% | -1,586.3% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling