+7.7%
CARR vs AG
+64.4%
-56.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | -4.1% | -5.8% | +1.7% | -3.5% |
| 30D | -11.0% | +6.4% | -17.3% | -11.7% |
| 3M | -16.4% | +28.4% | -44.7% | -19.0% |
| 6M | -2.4% | -24.5% | +22.1% | -0.7% |
| YTD | +8.4% | +21.2% | -12.8% | +4.5% |
| 1Y | -8.0% | +114.1% | -122.1% | -17.0% |
| 3Y | +0.6% | +268.0% | -267.5% | -17.9% |
| 5Y | +7.7% | +67.3% | -59.6% | -8.5% |
| All | +7.7% | +64.4% | -56.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling