-1.8%
CARR vs APD
+36.4%
-38.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.7% | +3.8% | -4.5% | -1.0% |
| 30D | +0.3% | +14.1% | -13.8% | -1.0% |
| 3M | -14.9% | +8.2% | -23.1% | -15.6% |
| 6M | -14.9% | +7.5% | -22.4% | -15.6% |
| YTD | +7.0% | +31.7% | -24.7% | +2.1% |
| 1Y | -1.8% | +35.1% | -36.8% | -7.2% |
| All | -1.8% | +36.4% | -38.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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