+10.2%
CARR vs AMBA
+23.3%
-13.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +0.9% |
| 7D | -3.3% | 0.0% | -3.3% | -3.4% |
| 30D | -3.6% | -8.6% | +5.0% | -2.3% |
| 3M | -16.3% | -29.0% | +12.6% | -11.8% |
| 6M | -19.6% | -19.2% | -0.4% | -19.4% |
| YTD | +2.5% | -13.0% | +15.5% | -0.3% |
| 1Y | -5.8% | -31.3% | +25.5% | -4.3% |
| 3Y | +10.2% | +28.1% | -18.0% | -10.8% |
| All | +10.2% | +23.3% | -13.1% | -10.8% |
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