+3,065.8%
CVNA vs AME
+335.1%
+2,730.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -2.4% | -8.6% | +6.2% | +7.8% |
| 3M | +4.5% | +5.8% | -1.3% | -3.0% |
| 6M | +10.2% | +3.8% | +6.4% | +3.9% |
| YTD | -16.7% | +14.4% | -31.2% | -30.5% |
| 1Y | -3.8% | +25.8% | -29.5% | -30.1% |
| 3Y | +648.3% | +55.2% | +593.1% | +325.9% |
| 5Y | +6.6% | +85.5% | -79.0% | -47.7% |
| All | +3,065.8% | +335.1% | +2,730.7% | +963.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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