+3,490.8%
AMD vs CVNA
+2,662.6%
+828.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.4% |
| 7D | +2.6% | +0.7% | +1.8% | +2.4% |
| 30D | -0.9% | +7.4% | -8.3% | -2.5% |
| 3M | -8.7% | +12.7% | -21.4% | -11.5% |
| 6M | +136.3% | +17.9% | +118.4% | +126.3% |
| YTD | +123.0% | -11.6% | +134.6% | +123.7% |
| 1Y | +195.2% | +0.8% | +194.4% | +187.3% |
| 3Y | +336.3% | +633.4% | -297.1% | +175.4% |
| 5Y | +334.5% | +13.5% | +321.0% | +207.4% |
| All | +3,490.8% | +2,662.6% | +828.2% | +966.5% |
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