+5.0%
CARR vs AMBA
+5.1%
-0.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +3.2% | -6.4% | +9.7% | +4.4% |
| 30D | -7.7% | -26.8% | +19.2% | -2.6% |
| 3M | -11.9% | -7.6% | -4.3% | -12.5% |
| 6M | +2.0% | +21.2% | -19.2% | -6.1% |
| YTD | +13.2% | -10.4% | +23.5% | +10.0% |
| 1Y | -8.5% | -24.4% | +15.9% | -9.1% |
| 3Y | +5.0% | +6.0% | -1.0% | -5.7% |
| All | +5.0% | +5.1% | -0.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling