+28.9%
CVNA vs AFRM
-20.4%
+49.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.1% |
| 7D | +0.7% | -7.0% | +7.7% | +4.7% |
| 30D | +7.4% | -7.8% | +15.2% | +12.0% |
| 3M | +12.7% | +5.3% | +7.4% | +8.4% |
| 6M | +17.9% | +42.6% | -24.7% | -5.7% |
| YTD | -11.6% | -2.8% | -8.8% | -13.0% |
| 1Y | +0.8% | -19.3% | +20.1% | +8.8% |
| 3Y | +633.4% | +231.0% | +402.5% | +168.5% |
| 5Y | +13.5% | -22.2% | +35.7% | -41.7% |
| All | +28.9% | -20.4% | +49.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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