-7.6%
CARR vs ADVB
-88.8%
+81.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.0% |
| 7D | +3.2% | -14.0% | +17.2% | +3.3% |
| 30D | -7.7% | +41.0% | -48.6% | -7.8% |
| 3M | -11.9% | +127.9% | -139.8% | -11.0% |
| 6M | +2.0% | +101.3% | -99.3% | +2.9% |
| YTD | +13.2% | +53.8% | -40.6% | +14.4% |
| 1Y | -8.5% | +4.4% | -12.9% | -7.4% |
| All | -7.6% | -88.8% | +81.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling