+881.4%
AMAT vs CARR
+383.2%
+498.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.5% | -4.3% | +1.8% | -0.1% |
| 30D | -26.5% | -4.2% | -22.3% | -24.9% |
| 3M | -28.6% | -16.1% | -12.5% | -22.4% |
| 6M | -14.2% | -20.1% | +5.8% | -3.9% |
| YTD | +45.5% | +1.9% | +43.6% | +45.5% |
| 1Y | +59.3% | -6.1% | +65.4% | +65.1% |
| 3Y | +153.1% | +7.3% | +145.8% | +146.4% |
| 5Y | +158.2% | +4.4% | +153.8% | +143.4% |
| All | +881.4% | +383.2% | +498.2% | +731.2% |
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