-0.2%
CARR vs APD
+25.0%
-25.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.5% | +3.8% | -0.4% | +2.9% |
| 30D | +0.4% | +8.2% | -7.9% | -0.6% |
| 3M | -14.1% | +4.3% | -18.4% | -14.5% |
| 6M | -16.7% | +4.7% | -21.4% | -17.2% |
| YTD | +4.2% | +31.5% | -27.3% | -2.4% |
| 1Y | -0.2% | +23.5% | -23.7% | -4.0% |
| All | -0.2% | +25.0% | -25.2% | -4.0% |
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