+421.5%
CARR vs ADM
+217.0%
+204.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | +2.5% | -6.3% | -4.6% |
| 30D | -8.9% | +9.5% | -18.4% | -11.8% |
| 3M | -17.3% | +10.6% | -27.9% | -20.4% |
| 6M | -1.4% | +24.0% | -25.4% | -9.3% |
| YTD | +10.0% | +54.0% | -44.0% | -6.6% |
| 1Y | -6.4% | +45.3% | -51.7% | -19.2% |
| 3Y | +1.5% | +21.8% | -20.2% | -8.3% |
| 5Y | +9.3% | +66.8% | -57.5% | -23.0% |
| All | +421.5% | +217.0% | +204.5% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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