-16.3%
CARR vs ADVB
-97.4%
+81.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.8% |
| 7D | -3.3% | -1.2% | -2.1% | -3.3% |
| 30D | -3.6% | -61.4% | +57.8% | -3.4% |
| 3M | -16.3% | -67.8% | +51.5% | -16.2% |
| 6M | -19.6% | -66.9% | +47.3% | -18.5% |
| YTD | +2.5% | -64.9% | +67.4% | +4.0% |
| 1Y | -5.8% | -74.8% | +69.0% | -4.1% |
| All | -16.3% | -97.4% | +81.1% | -2.2% |
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