-2.2%
CARR vs AMIX
-99.9%
+97.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.7% |
| 7D | -4.3% | +11.4% | -15.7% | -4.4% |
| 30D | -4.2% | -40.5% | +36.3% | -3.8% |
| 3M | -16.1% | -80.1% | +64.0% | -15.0% |
| 6M | -20.1% | -74.8% | +54.8% | -20.9% |
| YTD | +1.9% | -84.0% | +85.9% | +1.4% |
| 1Y | -6.1% | -89.7% | +83.6% | -6.2% |
| All | -2.2% | -99.9% | +97.7% | +5.7% |
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