+3,214.0%
CVNA vs AMT
+93.2%
+3,120.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +4.0% |
| 7D | +7.7% | +0.5% | +7.2% | +7.4% |
| 30D | +17.2% | +13.6% | +3.6% | +6.3% |
| 3M | +7.7% | +11.5% | -3.8% | -1.2% |
| 6M | -5.5% | +6.9% | -12.5% | -12.3% |
| YTD | -12.8% | +10.8% | -23.7% | -22.7% |
| 1Y | +26.8% | +10.3% | +16.5% | +12.7% |
| 3Y | +1,007.0% | +12.4% | +994.6% | +763.6% |
| 5Y | +23.5% | -20.1% | +43.6% | +36.1% |
| All | +3,214.0% | +93.2% | +3,120.7% | +1,978.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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