-7.3%
CARR vs ADVB
-3.0%
-4.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -2.0% |
| 7D | +0.6% | -13.0% | +13.6% | +0.6% |
| 30D | -8.7% | +7.5% | -16.1% | -8.6% |
| 3M | -18.4% | +129.1% | -147.5% | -15.5% |
| 6M | -0.6% | +71.7% | -72.3% | +2.8% |
| YTD | +10.9% | +45.5% | -34.6% | +14.7% |
| 1Y | -7.3% | -2.7% | -4.5% | -4.7% |
| All | -7.3% | -3.0% | -4.3% | -4.7% |
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