+448.4%
CVNA vs AVTR
+3.6%
+444.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -1.0% |
| 7D | +3.5% | +7.4% | -3.9% | -1.2% |
| 30D | +5.5% | +12.2% | -6.8% | -2.0% |
| 3M | +7.6% | +57.4% | -49.8% | -20.8% |
| 6M | +17.6% | +86.7% | -69.1% | -23.1% |
| YTD | -11.5% | +33.1% | -44.5% | -28.1% |
| 1Y | +0.4% | +16.1% | -15.8% | -15.8% |
| 3Y | +695.6% | -24.6% | +720.2% | +714.0% |
| 5Y | +13.6% | -63.5% | +77.1% | +106.0% |
| All | +448.4% | +3.6% | +444.8% | +425.7% |
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