+61.4%
AMAT vs CARR
-1.4%
+62.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -11.2% | -0.7% | -10.5% | -10.8% |
| 30D | -31.9% | +0.3% | -32.2% | -32.2% |
| 3M | -32.3% | -14.9% | -17.4% | -24.3% |
| 6M | -5.4% | -14.9% | +9.5% | +7.5% |
| YTD | +44.3% | +7.0% | +37.2% | +41.7% |
| 1Y | +61.4% | -1.8% | +63.1% | +64.8% |
| All | +61.4% | -1.4% | +62.8% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling