+4,300.8%
AMD vs CVNA
+2,523.7%
+1,777.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +6.6% |
| 7D | +44.7% | -1.7% | +46.5% | +45.2% |
| 30D | -3.3% | +17.3% | -20.6% | -6.3% |
| 3M | +21.2% | -2.3% | +23.5% | +21.0% |
| 6M | +30.6% | -3.9% | +34.5% | +29.6% |
| YTD | +173.3% | -16.1% | +189.4% | +175.7% |
| 1Y | +126.1% | +7.9% | +118.2% | +117.4% |
| 3Y | +393.5% | +1,113.4% | -719.9% | +187.0% |
| 5Y | +295.8% | +20.3% | +275.5% | +174.3% |
| All | +4,300.8% | +2,523.7% | +1,777.0% | +1,214.3% |
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