+3,915.5%
AMD vs CVNA
+2,580.4%
+1,335.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -10.9% | -9.1% |
| 7D | +18.9% | -1.6% | +20.6% | +19.2% |
| 30D | -6.4% | +24.9% | -31.3% | -10.4% |
| 3M | +10.6% | -1.8% | +12.4% | +10.3% |
| 6M | +19.9% | +3.5% | +16.3% | +17.4% |
| YTD | +149.4% | -14.3% | +163.6% | +150.5% |
| 1Y | +115.4% | +13.6% | +101.8% | +105.1% |
| 3Y | +357.3% | +1,163.4% | -806.2% | +163.9% |
| 5Y | +261.1% | +22.9% | +238.2% | +149.2% |
| All | +3,915.5% | +2,580.4% | +1,335.1% | +1,094.1% |
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