+414.1%
CARR vs AFL
+430.4%
-16.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.1% |
| 7D | -4.1% | -3.3% | -0.8% | -2.6% |
| 30D | -11.0% | -5.0% | -6.0% | -8.9% |
| 3M | -16.4% | -1.8% | -14.6% | -16.1% |
| 6M | -2.4% | +4.8% | -7.2% | -5.6% |
| YTD | +8.4% | +5.4% | +3.0% | +4.3% |
| 1Y | -8.0% | +9.0% | -17.0% | -13.2% |
| 3Y | +0.6% | +63.0% | -62.5% | -25.4% |
| 5Y | +7.7% | +134.5% | -126.8% | -34.9% |
| All | +414.1% | +430.4% | -16.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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