+394.0%
CARR vs AMT
+7.1%
+386.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +3.5% | +1.5% | +2.0% | +3.0% |
| 30D | +0.4% | +6.8% | -6.5% | -1.8% |
| 3M | -14.1% | +11.2% | -25.3% | -17.1% |
| 6M | -16.7% | +12.5% | -29.2% | -20.7% |
| YTD | +4.2% | +12.5% | -8.3% | -1.0% |
| 1Y | -0.2% | +10.1% | -10.3% | -4.6% |
| 3Y | +10.9% | +16.0% | -5.2% | +0.6% |
| 5Y | +3.9% | -17.2% | +21.0% | +6.3% |
| All | +394.0% | +7.1% | +386.9% | +351.2% |
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