+1,135.1%
AMAT vs CARR
+425.9%
+709.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.1% |
| 7D | +6.9% | +0.6% | +6.3% | +6.6% |
| 30D | -10.1% | -8.7% | -1.5% | -6.2% |
| 3M | -6.0% | -18.4% | +12.4% | +4.0% |
| 6M | +38.6% | -0.6% | +39.3% | +40.0% |
| YTD | +83.1% | +10.9% | +72.2% | +75.8% |
| 1Y | +188.3% | -7.3% | +195.6% | +198.4% |
| 3Y | +225.3% | +2.9% | +222.4% | +218.7% |
| 5Y | +262.0% | +9.6% | +252.3% | +229.4% |
| All | +1,135.1% | +425.9% | +709.2% | +903.8% |
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 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