+441.9%
CARR vs AMT
-2.8%
+444.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -8.7% | +4.6% | -13.4% | -10.1% |
| 3M | -12.6% | -8.4% | -4.1% | -10.5% |
| 6M | -1.5% | -6.0% | +4.5% | -0.4% |
| YTD | +14.3% | +2.1% | +12.2% | +12.1% |
| 1Y | -4.6% | -6.4% | +1.8% | -3.8% |
| 3Y | +7.3% | +8.1% | -0.7% | -0.8% |
| 5Y | +11.6% | -31.9% | +43.6% | +21.6% |
| All | +441.9% | -2.8% | +444.7% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling