+434.1%
AAPL vs CARR
+425.9%
+8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +2.3% | -8.7% | +11.0% | +4.4% |
| 3M | +8.6% | -18.4% | +27.0% | +13.1% |
| 6M | +21.6% | -0.6% | +22.2% | +19.5% |
| YTD | +16.3% | +10.9% | +5.4% | +11.0% |
| 1Y | +35.1% | -7.3% | +42.3% | +34.7% |
| 3Y | +79.4% | +2.9% | +76.5% | +71.6% |
| 5Y | +109.8% | +9.6% | +100.2% | +89.0% |
| All | +434.1% | +425.9% | +8.2% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling