+0.1%
CARR vs AME
+54.6%
-54.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.0% | -8.6% | -2.4% | -4.5% |
| 3M | -16.4% | +5.8% | -22.1% | -19.9% |
| 6M | -2.4% | +3.8% | -6.2% | -4.7% |
| YTD | +8.4% | +14.4% | -6.0% | -1.0% |
| 1Y | -8.0% | +25.8% | -33.8% | -21.7% |
| All | +0.1% | +54.6% | -54.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling