+1,208.6%
AMD vs CARR
+425.9%
+782.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.9% |
| 7D | +14.0% | +0.6% | +13.4% | +13.6% |
| 30D | +11.0% | -8.7% | +19.6% | +15.3% |
| 3M | +9.6% | -18.4% | +28.0% | +20.1% |
| 6M | +157.1% | -0.6% | +157.7% | +159.3% |
| YTD | +143.3% | +10.9% | +132.4% | +133.3% |
| 1Y | +234.4% | -7.3% | +241.7% | +244.6% |
| 3Y | +391.2% | +2.9% | +388.3% | +382.4% |
| 5Y | +390.9% | +9.6% | +381.3% | +339.4% |
| All | +1,208.6% | +425.9% | +782.7% | +1,220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling