+3,206.8%
CVNA vs AMP
+416.0%
+2,790.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -1.0% | -1.0% | 0.0% | -0.3% |
| 3M | +5.5% | +23.2% | -17.8% | -13.5% |
| 6M | +11.8% | +20.4% | -8.6% | -6.5% |
| YTD | -13.0% | +13.6% | -26.7% | -23.6% |
| 1Y | -2.1% | +13.4% | -15.5% | -13.4% |
| 3Y | +681.6% | +66.5% | +615.1% | +408.9% |
| 5Y | +11.6% | +120.2% | -108.6% | -36.6% |
| All | +3,206.8% | +416.0% | +2,790.8% | +858.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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