+3,259.9%
CVNA vs AME
+341.6%
+2,918.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | -0.1% |
| 7D | +0.7% | +0.6% | +0.1% | 0.0% |
| 30D | +7.4% | -6.7% | +14.0% | +15.7% |
| 3M | +12.7% | +4.1% | +8.6% | +6.5% |
| 6M | +17.9% | +1.6% | +16.3% | +13.8% |
| YTD | -11.6% | +16.1% | -27.8% | -27.5% |
| 1Y | +0.8% | +27.3% | -26.6% | -27.9% |
| 3Y | +633.4% | +50.9% | +582.6% | +332.6% |
| 5Y | +13.5% | +81.4% | -67.9% | -43.1% |
| All | +3,259.9% | +341.6% | +2,918.3% | +1,009.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling