+7.7%
CARR vs AMT
-19.0%
+26.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | -1.9% | -2.4% | +0.4% | -1.3% |
| 30D | -1.1% | +4.2% | -5.3% | -2.4% |
| 3M | -13.8% | +13.4% | -27.3% | -17.3% |
| 6M | -16.5% | +9.4% | -25.9% | -19.7% |
| YTD | +4.9% | +11.7% | -6.8% | 0.0% |
| 1Y | -2.7% | +7.1% | -9.8% | -5.9% |
| 3Y | +10.4% | +15.1% | -4.6% | -0.9% |
| 5Y | +7.7% | -17.9% | +25.6% | +13.1% |
| All | +7.7% | -19.0% | +26.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling