+940.8%
AMAT vs CARR
+397.5%
+543.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.6% |
| 7D | +7.0% | -1.9% | +8.9% | +8.3% |
| 30D | -20.6% | -1.1% | -19.5% | -20.0% |
| 3M | -24.8% | -13.8% | -10.9% | -19.2% |
| 6M | -10.7% | -16.5% | +5.8% | -1.9% |
| YTD | +54.3% | +4.9% | +49.4% | +52.3% |
| 1Y | +73.7% | -2.7% | +76.4% | +77.1% |
| 3Y | +168.4% | +10.4% | +158.0% | +157.8% |
| 5Y | +167.6% | +7.7% | +159.8% | +148.8% |
| All | +940.8% | +397.5% | +543.3% | +769.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling