+7.9%
CVNA vs AMDL
+175.5%
-167.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.9% | -16.0% | -5.0% |
| 7D | -1.7% | +103.5% | -105.3% | -7.3% |
| 30D | +17.3% | -18.3% | +35.6% | +17.0% |
| 3M | -2.3% | +20.1% | -22.3% | -5.6% |
| 6M | -3.9% | +15.9% | -19.8% | -9.9% |
| YTD | -16.1% | +303.0% | -319.1% | -35.7% |
| 1Y | +7.9% | +164.0% | -156.1% | -5.0% |
| All | +7.9% | +175.5% | -167.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling