+876.0%
AMAT vs CARR
+394.0%
+482.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +11.4% | +3.5% | +7.9% | +9.7% |
| 30D | -17.0% | +0.4% | -17.4% | -17.0% |
| 3M | -30.6% | -14.1% | -16.5% | -25.4% |
| 6M | -14.9% | -16.7% | +1.7% | -6.4% |
| YTD | +44.7% | +4.2% | +40.5% | +43.3% |
| 1Y | +66.9% | -0.2% | +67.1% | +68.3% |
| 3Y | +153.3% | +10.9% | +142.4% | +143.1% |
| 5Y | +146.2% | +3.9% | +142.4% | +131.1% |
| All | +876.0% | +394.0% | +482.0% | +718.5% |
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