+188.3%
AMAT vs CARR
-8.6%
+197.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.5% |
| 7D | +6.9% | +0.6% | +6.3% | +6.4% |
| 30D | -10.1% | -8.7% | -1.5% | -4.4% |
| 3M | -6.0% | -18.4% | +12.4% | +8.1% |
| 6M | +38.6% | -0.6% | +39.3% | +42.5% |
| YTD | +83.1% | +10.9% | +72.2% | +77.9% |
| 1Y | +188.3% | -7.3% | +195.6% | +209.7% |
| All | +188.3% | -8.6% | +197.0% | +209.7% |
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