+436.5%
CARR vs AG
+282.8%
+153.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +3.2% | +4.5% | -1.2% | +2.8% |
| 30D | -7.7% | +12.9% | -20.5% | -8.8% |
| 3M | -11.9% | +20.9% | -32.9% | -13.8% |
| 6M | +2.0% | -19.5% | +21.6% | +3.0% |
| YTD | +13.2% | +24.8% | -11.6% | +9.4% |
| 1Y | -8.5% | +120.2% | -128.8% | -16.5% |
| 3Y | +5.0% | +279.0% | -274.0% | -11.6% |
| 5Y | +12.0% | +67.9% | -55.9% | -1.8% |
| All | +436.5% | +282.8% | +153.6% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling