+0.3%
CARR vs AMIX
-100.0%
+100.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.1% | -0.3% |
| 7D | +2.2% | -10.9% | +13.0% | +2.2% |
| 30D | -0.8% | -55.0% | +54.2% | -0.2% |
| 3M | -13.4% | -82.0% | +68.6% | -12.3% |
| 6M | -16.4% | -80.4% | +64.0% | -17.1% |
| YTD | +4.5% | -88.3% | +92.8% | +4.2% |
| 1Y | -1.4% | -92.4% | +91.0% | -1.3% |
| All | +0.3% | -100.0% | +100.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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