-4.6%
CARR vs ADVB
+5.8%
-10.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.6% | -3.8% | +5.3% | +1.5% |
| 30D | -8.7% | +17.6% | -26.3% | -8.6% |
| 3M | -12.6% | +119.1% | -131.7% | -9.6% |
| 6M | -1.5% | +103.4% | -104.9% | +2.3% |
| YTD | +14.3% | +59.8% | -45.5% | +18.4% |
| 1Y | -4.6% | +8.5% | -13.1% | -1.6% |
| All | -4.6% | +5.8% | -10.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling