+462.8%
AAPL vs CARR
+421.5%
+41.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +3.8% | -3.8% | +7.6% | +4.7% |
| 30D | +9.9% | -8.9% | +18.8% | +12.2% |
| 3M | +12.5% | -17.3% | +29.8% | +16.8% |
| 6M | +27.6% | -1.4% | +29.0% | +25.7% |
| YTD | +22.6% | +10.0% | +12.6% | +17.2% |
| 1Y | +45.0% | -6.4% | +51.3% | +44.1% |
| 3Y | +87.8% | +1.5% | +86.2% | +80.1% |
| 5Y | +128.7% | +9.3% | +119.4% | +106.2% |
| All | +462.8% | +421.5% | +41.3% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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