+436.5%
CARR vs ADM
+208.9%
+227.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | -7.7% | +11.0% | -18.7% | -11.0% |
| 3M | -11.9% | +6.0% | -17.9% | -14.0% |
| 6M | +2.0% | +26.9% | -24.9% | -7.0% |
| YTD | +13.2% | +50.0% | -36.9% | -3.0% |
| 1Y | -8.5% | +39.6% | -48.1% | -19.9% |
| 3Y | +5.0% | +18.5% | -13.6% | -4.3% |
| 5Y | +12.0% | +62.6% | -50.6% | -20.4% |
| All | +436.5% | +208.9% | +227.6% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling