+268.9%
AMAT vs CARR
+13.1%
+255.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.7% |
| 7D | +7.0% | +3.2% | +3.8% | +4.6% |
| 30D | -12.2% | -7.7% | -4.6% | -7.4% |
| 3M | -3.8% | -11.9% | +8.1% | +5.5% |
| 6M | +45.9% | +2.0% | +43.9% | +44.3% |
| YTD | +84.6% | +13.2% | +71.5% | +69.5% |
| 1Y | +193.4% | -8.5% | +201.9% | +208.4% |
| 3Y | +228.1% | +5.0% | +223.1% | +198.9% |
| 5Y | +268.9% | +12.0% | +257.0% | +187.9% |
| All | +268.9% | +13.1% | +255.8% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling