+3,214.0%
CVNA vs AMBA
+2.7%
+3,211.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.1% | -0.9% |
| 7D | +7.7% | -7.2% | +15.0% | +11.4% |
| 30D | +17.2% | -10.4% | +27.6% | +22.5% |
| 3M | +7.7% | -30.1% | +37.8% | +25.5% |
| 6M | -5.5% | -22.4% | +16.9% | -5.0% |
| YTD | -12.8% | -17.3% | +4.5% | -17.9% |
| 1Y | +26.8% | -35.4% | +62.2% | +33.4% |
| 3Y | +1,007.0% | +18.6% | +988.4% | +629.8% |
| 5Y | +23.5% | -69.8% | +93.3% | +53.4% |
| All | +3,214.0% | +2.7% | +3,211.2% | +1,736.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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