+806.0%
AMAT vs CVNA
+2,624.8%
-1,818.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.2% | +3.9% |
| 7D | -14.7% | +7.7% | -22.4% | -15.6% |
| 30D | -36.1% | +17.2% | -53.3% | -37.6% |
| 3M | -36.9% | +7.7% | -44.5% | -37.9% |
| 6M | -22.2% | -5.5% | -16.7% | -22.7% |
| YTD | +29.9% | -12.8% | +42.8% | +29.8% |
| 1Y | +43.3% | +26.8% | +16.5% | +35.7% |
| 3Y | +142.7% | +1,007.0% | -864.3% | +61.3% |
| 5Y | +126.2% | +23.5% | +102.7% | +71.7% |
| All | +806.0% | +2,624.8% | -1,818.8% | +303.7% |
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 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