+3,159.9%
CVNA vs AME
+350.4%
+2,809.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.7% |
| 7D | -1.6% | +5.9% | -7.5% | -7.8% |
| 30D | +24.9% | -1.9% | +26.8% | +26.3% |
| 3M | -1.8% | -5.4% | +3.6% | +2.5% |
| 6M | +3.5% | +4.9% | -1.4% | -4.8% |
| YTD | -14.3% | +18.5% | -32.7% | -32.4% |
| 1Y | +13.6% | +25.5% | -11.9% | -16.4% |
| 3Y | +1,163.4% | +63.0% | +1,100.4% | +566.6% |
| 5Y | +22.9% | +78.3% | -55.4% | -38.2% |
| All | +3,159.9% | +350.4% | +2,809.5% | +935.0% |
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