+425.9%
CARR vs AME
+279.8%
+146.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.5% |
| 7D | +0.6% | +1.3% | -0.7% | -0.4% |
| 30D | -8.7% | -6.6% | -2.1% | -3.7% |
| 3M | -18.4% | +3.0% | -21.3% | -20.2% |
| 6M | -0.6% | +5.3% | -5.9% | -4.1% |
| YTD | +10.9% | +15.4% | -4.5% | -0.2% |
| 1Y | -7.3% | +26.8% | -34.1% | -22.9% |
| 3Y | +2.9% | +56.5% | -53.6% | -28.5% |
| 5Y | +9.6% | +85.2% | -75.6% | -32.9% |
| All | +425.9% | +279.8% | +146.1% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling