+234.4%
AMD vs CARR
-8.6%
+243.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +4.3% |
| 7D | +14.0% | +0.6% | +13.4% | +13.4% |
| 30D | +11.0% | -8.7% | +19.6% | +17.5% |
| 3M | +9.6% | -18.4% | +28.0% | +24.7% |
| 6M | +157.1% | -0.6% | +157.7% | +164.3% |
| YTD | +143.3% | +10.9% | +132.4% | +135.7% |
| 1Y | +234.4% | -7.3% | +241.7% | +262.8% |
| All | +234.4% | -8.6% | +243.1% | +262.8% |
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