+1,097.9%
AMAT vs CARR
+441.9%
+655.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | -14.8% | -8.7% | -6.1% | -11.1% |
| 3M | -9.3% | -12.6% | +3.3% | -2.7% |
| 6M | +27.4% | -1.5% | +28.9% | +29.2% |
| YTD | +77.6% | +14.3% | +63.3% | +68.1% |
| 1Y | +188.9% | -4.6% | +193.5% | +195.0% |
| 3Y | +202.3% | +7.3% | +194.9% | +190.5% |
| 5Y | +248.9% | +11.6% | +237.3% | +213.8% |
| All | +1,097.9% | +441.9% | +655.9% | +860.2% |
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 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