+421.5%
CARR vs AME
+288.8%
+132.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | -1.1% |
| 7D | -3.8% | +1.7% | -5.5% | -5.1% |
| 30D | -8.9% | -6.4% | -2.5% | -4.1% |
| 3M | -17.3% | +7.1% | -24.4% | -21.7% |
| 6M | -1.4% | +8.2% | -9.6% | -6.9% |
| YTD | +10.0% | +18.2% | -8.2% | -2.9% |
| 1Y | -6.4% | +26.7% | -33.1% | -22.1% |
| 3Y | +1.5% | +60.7% | -59.2% | -30.9% |
| 5Y | +9.3% | +91.6% | -82.3% | -34.8% |
| All | +421.5% | +288.8% | +132.7% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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