+173.0%
AMZN vs CARR
+421.5%
-248.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -0.7% | -3.8% | +3.1% | +0.3% |
| 30D | -3.9% | -8.9% | +5.0% | -1.5% |
| 3M | +6.3% | -17.3% | +23.6% | +11.3% |
| 6M | +20.8% | -1.4% | +22.1% | +19.7% |
| YTD | +11.2% | +10.0% | +1.3% | +6.6% |
| 1Y | +11.7% | -6.4% | +18.0% | +11.7% |
| 3Y | +79.4% | +1.5% | +77.9% | +73.4% |
| 5Y | +48.0% | +9.3% | +38.7% | +32.8% |
| All | +173.0% | +421.5% | -248.5% | +148.2% |
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 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