+414.1%
CARR vs AMCR
+82.7%
+331.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -4.1% | -5.0% | +0.8% | -1.7% |
| 30D | -11.0% | -8.0% | -3.0% | -7.3% |
| 3M | -16.4% | +14.3% | -30.6% | -22.3% |
| 6M | -2.4% | +5.3% | -7.7% | -5.9% |
| YTD | +8.4% | +7.7% | +0.7% | +2.7% |
| 1Y | -8.0% | +10.8% | -18.8% | -14.4% |
| 3Y | +0.6% | +9.6% | -9.0% | -8.1% |
| 5Y | +7.7% | -10.2% | +17.9% | +9.6% |
| All | +414.1% | +82.7% | +331.4% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling