+7.7%
CARR vs ADM
+67.3%
-59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -4.1% | +3.0% | -7.1% | -4.7% |
| 30D | -11.0% | +8.7% | -19.7% | -12.6% |
| 3M | -16.4% | +7.6% | -24.0% | -17.9% |
| 6M | -2.4% | +26.9% | -29.2% | -8.1% |
| YTD | +8.4% | +54.3% | -45.9% | -2.7% |
| 1Y | -8.0% | +45.7% | -53.6% | -16.5% |
| 3Y | +0.6% | +21.9% | -21.3% | -6.1% |
| 5Y | +7.7% | +67.2% | -59.4% | -13.9% |
| All | +7.7% | +67.3% | -59.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling