+421.5%
CARR vs AGI
+647.7%
-226.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -3.8% | -2.7% | -1.0% | -3.6% |
| 30D | -8.9% | +7.2% | -16.2% | -9.4% |
| 3M | -17.3% | +4.3% | -21.6% | -17.8% |
| 6M | -1.4% | -27.1% | +25.7% | +0.1% |
| YTD | +10.0% | -6.6% | +16.6% | +10.0% |
| 1Y | -6.4% | +9.5% | -15.9% | -7.2% |
| 3Y | +1.5% | +208.4% | -206.9% | -6.4% |
| 5Y | +9.3% | +401.6% | -392.3% | -1.9% |
| All | +421.5% | +647.7% | -226.2% | +480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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