+5.0%
CARR vs AMC
-67.8%
+72.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -11.9% | +42.2% | -54.1% | -13.7% |
| 6M | +2.0% | +118.8% | -116.8% | -2.5% |
| YTD | +13.2% | +64.1% | -51.0% | +9.3% |
| 1Y | -8.5% | -9.5% | +1.0% | -9.5% |
| 3Y | +5.0% | -64.3% | +69.3% | +10.5% |
| All | +5.0% | -67.8% | +72.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling