+591.6%
CVNA vs AME
+54.6%
+537.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -2.4% | -8.6% | +6.2% | +5.6% |
| 3M | +4.5% | +5.8% | -1.3% | -1.6% |
| 6M | +10.2% | +3.8% | +6.4% | +5.1% |
| YTD | -16.7% | +14.4% | -31.2% | -28.2% |
| 1Y | -3.8% | +25.8% | -29.5% | -26.1% |
| All | +591.6% | +54.6% | +537.0% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling