+132.8%
AMD vs CARR
-3.7%
+136.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.4% | +5.2% |
| 7D | +13.1% | -1.9% | +15.1% | +15.3% |
| 30D | -7.0% | -1.1% | -5.9% | -5.7% |
| 3M | +16.6% | -13.8% | +30.4% | +28.8% |
| 6M | +20.5% | -16.5% | +37.0% | +36.9% |
| YTD | +158.2% | +4.9% | +153.2% | +167.3% |
| 1Y | +132.8% | -2.7% | +135.5% | +140.8% |
| All | +132.8% | -3.7% | +136.5% | +140.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling