+1,369.9%
AMD vs CARR
+395.6%
+974.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.0% |
| 7D | +44.7% | +2.2% | +42.6% | +43.4% |
| 30D | -3.3% | -0.8% | -2.6% | -2.6% |
| 3M | +21.2% | -13.4% | +34.6% | +29.4% |
| 6M | +30.6% | -16.4% | +47.0% | +42.4% |
| YTD | +173.3% | +4.5% | +168.8% | +170.0% |
| 1Y | +126.1% | -1.4% | +127.4% | +128.6% |
| 3Y | +393.5% | +10.0% | +383.5% | +378.8% |
| 5Y | +295.8% | +4.2% | +291.6% | +265.1% |
| All | +1,369.9% | +395.6% | +974.3% | +1,427.8% |
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 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