+348.0%
AMD vs CARR
+10.8%
+337.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | +2.6% | +1.6% | +1.0% | +1.5% |
| 30D | -0.9% | -8.7% | +7.8% | +5.0% |
| 3M | -8.7% | -12.6% | +3.8% | -0.2% |
| 6M | +136.3% | -1.5% | +137.9% | +139.5% |
| YTD | +123.0% | +14.3% | +108.7% | +104.0% |
| 1Y | +195.2% | -4.6% | +199.8% | +200.9% |
| All | +348.0% | +10.8% | +337.2% | +285.8% |
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 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