-17.8%
CARR vs AMRZ
-19.2%
+1.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | +0.6% | -4.7% | +5.3% | +2.3% |
| 30D | -8.7% | -11.3% | +2.6% | -4.8% |
| 3M | -18.4% | -22.1% | +3.7% | -11.3% |
| 6M | -0.6% | -29.6% | +29.0% | +10.9% |
| YTD | +10.9% | -23.3% | +34.2% | +19.9% |
| 1Y | -7.3% | -23.7% | +16.4% | -1.8% |
| All | -17.8% | -19.2% | +1.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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