+421.5%
CARR vs AMCR
+79.8%
+341.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | -3.8% | -6.3% | +2.5% | -0.6% |
| 30D | -8.9% | -7.8% | -1.1% | -5.3% |
| 3M | -17.3% | +7.5% | -24.8% | -20.8% |
| 6M | -1.4% | +2.7% | -4.1% | -3.8% |
| YTD | +10.0% | +6.0% | +4.0% | +5.0% |
| 1Y | -6.4% | +7.8% | -14.1% | -11.6% |
| 3Y | +1.5% | +5.8% | -4.2% | -5.5% |
| 5Y | +9.3% | -11.6% | +20.9% | +12.0% |
| All | +421.5% | +79.8% | +341.7% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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