+421.5%
CARR vs AG
+260.9%
+160.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.4% | +1.7% |
| 7D | -3.8% | -6.7% | +3.0% | -3.2% |
| 30D | -8.9% | +2.2% | -11.1% | -9.2% |
| 3M | -17.3% | +15.7% | -33.0% | -18.8% |
| 6M | -1.4% | -23.8% | +22.4% | +0.1% |
| YTD | +10.0% | +17.6% | -7.6% | +6.9% |
| 1Y | -6.4% | +88.6% | -95.0% | -13.3% |
| 3Y | +1.5% | +253.4% | -251.9% | -13.9% |
| 5Y | +9.3% | +62.4% | -53.1% | -3.8% |
| All | +421.5% | +260.9% | +160.6% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling