+66.0%
AMAT vs CARR
-3.4%
+69.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +19.3% | +2.2% | +17.1% | +17.5% |
| 30D | -17.9% | -0.8% | -17.2% | -17.3% |
| 3M | -30.4% | -13.4% | -17.0% | -22.6% |
| 6M | -11.4% | -16.4% | +5.0% | +2.8% |
| YTD | +48.8% | +4.5% | +44.2% | +47.5% |
| 1Y | +66.0% | -1.4% | +67.4% | +70.2% |
| All | +66.0% | -3.4% | +69.4% | +70.2% |
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 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