-6.4%
CARR vs AG
+110.7%
-117.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.4% | +1.8% |
| 7D | -3.8% | -6.7% | +3.0% | -3.1% |
| 30D | -8.9% | +2.2% | -11.1% | -9.3% |
| 3M | -17.3% | +15.7% | -33.0% | -19.1% |
| 6M | -1.4% | -23.8% | +22.4% | -0.8% |
| YTD | +10.0% | +17.6% | -7.6% | +8.4% |
| 1Y | -6.4% | +88.6% | -95.0% | -11.3% |
| All | -6.4% | +110.7% | -117.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling