+414.1%
CARR vs AMC
-91.1%
+505.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.2% |
| 7D | -4.1% | -7.1% | +3.0% | -4.0% |
| 30D | -11.0% | -1.7% | -9.3% | -11.0% |
| 3M | -16.4% | +13.5% | -29.8% | -16.7% |
| 6M | -2.4% | +112.6% | -115.0% | -4.0% |
| YTD | +8.4% | +51.3% | -42.9% | +7.2% |
| 1Y | -8.0% | -14.5% | +6.5% | -8.3% |
| 3Y | +0.6% | -67.1% | +67.7% | +0.8% |
| 5Y | +7.7% | -99.5% | +107.3% | +10.6% |
| All | +414.1% | -91.1% | +505.1% | +400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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