+441.9%
CARR vs AMBA
+63.9%
+378.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.6% | -11.0% | +12.5% | +3.7% |
| 30D | -8.7% | -23.2% | +14.4% | -4.3% |
| 3M | -12.6% | -12.7% | +0.1% | -12.4% |
| 6M | -1.5% | +11.2% | -12.8% | -7.2% |
| YTD | +14.3% | -11.2% | +25.5% | +11.8% |
| 1Y | -4.6% | -22.5% | +18.0% | -5.4% |
| 3Y | +7.3% | -1.3% | +8.7% | -3.8% |
| 5Y | +11.6% | -54.2% | +65.8% | +5.6% |
| All | +441.9% | +63.9% | +378.1% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling