+357.3%
AMD vs CARR
+10.4%
+346.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.4% | -8.6% |
| 7D | +18.9% | +3.5% | +15.5% | +16.6% |
| 30D | -6.4% | +0.4% | -6.8% | -6.1% |
| 3M | +10.6% | -14.1% | +24.6% | +22.0% |
| 6M | +19.9% | -16.7% | +36.6% | +35.6% |
| YTD | +149.4% | +4.2% | +145.2% | +143.7% |
| 1Y | +115.4% | -0.2% | +115.6% | +115.9% |
| 3Y | +357.3% | +10.9% | +346.4% | +330.2% |
| All | +357.3% | +10.4% | +346.9% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling