+3,159.9%
CVNA vs APH
+840.5%
+2,319.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +4.1% |
| 7D | -1.6% | +4.9% | -6.5% | -7.1% |
| 30D | +24.9% | -5.4% | +30.3% | +28.6% |
| 3M | -1.8% | -5.5% | +3.7% | -1.3% |
| 6M | +3.5% | +25.9% | -22.4% | -30.1% |
| YTD | -14.3% | +16.4% | -30.6% | -40.7% |
| 1Y | +13.6% | +16.5% | -2.9% | -22.3% |
| 3Y | +1,163.4% | +270.9% | +892.6% | +51.1% |
| 5Y | +22.9% | +289.5% | -266.6% | -84.1% |
| All | +3,159.9% | +840.5% | +2,319.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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