+126.7%
AMAT vs CARR
+6.3%
+120.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.3% |
| 7D | -14.7% | -2.3% | -12.4% | -13.2% |
| 30D | -36.1% | -4.4% | -31.7% | -34.1% |
| 3M | -36.9% | -17.8% | -19.1% | -27.9% |
| 6M | -22.2% | -22.2% | +0.1% | -6.9% |
| YTD | +29.9% | +0.7% | +29.2% | +29.0% |
| 1Y | +43.3% | -5.9% | +49.2% | +48.6% |
| 3Y | +142.7% | +8.6% | +134.1% | +113.2% |
| All | +126.7% | +6.3% | +120.4% | +90.1% |
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