+362.4%
CVNA vs AMDL
+117.8%
+244.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.5% | -1.6% |
| 7D | +3.5% | +19.9% | -16.4% | +0.5% |
| 30D | +5.5% | +6.3% | -0.8% | +4.0% |
| 3M | +7.6% | -9.9% | +17.5% | +4.4% |
| 6M | +17.6% | +394.3% | -376.7% | -22.6% |
| YTD | -11.5% | +257.3% | -268.8% | -39.9% |
| 1Y | +0.4% | +508.5% | -508.2% | -42.7% |
| All | +362.4% | +117.8% | +244.6% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling