+421.5%
CARR vs AMT
-1.6%
+423.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.6% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | -8.9% | +4.4% | -13.3% | -10.1% |
| 3M | -17.3% | -5.2% | -12.2% | -16.3% |
| 6M | -1.4% | -0.8% | -0.6% | -2.1% |
| YTD | +10.0% | +3.3% | +6.7% | +7.5% |
| 1Y | -6.4% | -6.0% | -0.3% | -5.6% |
| 3Y | +1.5% | +9.6% | -8.0% | -6.6% |
| 5Y | +9.3% | -29.2% | +38.5% | +17.7% |
| All | +421.5% | -1.6% | +423.1% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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