+439.9%
CVNA vs AVTR
+5.1%
+434.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.7% |
| 7D | +7.7% | -3.6% | +11.3% | +10.3% |
| 30D | +17.2% | +0.8% | +16.4% | +16.3% |
| 3M | +7.7% | +17.4% | -9.7% | -3.4% |
| 6M | -5.5% | +83.5% | -89.0% | -37.8% |
| YTD | -12.8% | +35.0% | -47.8% | -30.3% |
| 1Y | +26.8% | +36.7% | -9.9% | -0.5% |
| 3Y | +1,007.0% | -15.3% | +1,022.3% | +927.7% |
| 5Y | +23.5% | -59.5% | +83.0% | +109.7% |
| All | +439.9% | +5.1% | +434.8% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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