+425.9%
CARR vs AMBA
+79.3%
+346.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.3% | -3.5% |
| 7D | +0.6% | +2.5% | -1.8% | 0.0% |
| 30D | -8.7% | -16.1% | +7.5% | -5.8% |
| 3M | -18.4% | +4.6% | -23.0% | -20.9% |
| 6M | -0.6% | +29.2% | -29.8% | -9.1% |
| YTD | +10.9% | -2.9% | +13.8% | +6.6% |
| 1Y | -7.3% | -18.7% | +11.4% | -8.9% |
| 3Y | +2.9% | +14.9% | -12.0% | -10.5% |
| 5Y | +9.6% | -53.0% | +62.6% | +2.9% |
| All | +425.9% | +79.3% | +346.7% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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