+168.4%
AMZN vs CARR
+425.9%
-257.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -9.2% | -8.7% | -0.6% | -7.0% |
| 3M | +3.4% | -18.4% | +21.7% | +8.6% |
| 6M | +18.2% | -0.6% | +18.8% | +16.9% |
| YTD | +9.3% | +10.9% | -1.6% | +4.5% |
| 1Y | +5.9% | -7.3% | +13.2% | +6.3% |
| 3Y | +82.6% | +2.9% | +79.7% | +75.8% |
| 5Y | +44.9% | +9.6% | +35.2% | +29.7% |
| All | +168.4% | +425.9% | -257.6% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling