-6.4%
CARR vs APA
+101.6%
-108.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.5% |
| 7D | -3.8% | +4.6% | -8.4% | -3.3% |
| 30D | -8.9% | +11.9% | -20.8% | -7.9% |
| 3M | -17.3% | +22.5% | -39.8% | -15.3% |
| 6M | -1.4% | +37.5% | -38.9% | -2.6% |
| YTD | +10.0% | +87.2% | -77.2% | +4.2% |
| 1Y | -6.4% | +101.4% | -107.8% | -11.8% |
| All | -6.4% | +101.6% | -108.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling