+11.8%
CARR vs APD
+26.3%
-14.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.2% | -2.5% | +5.7% | +4.3% |
| 30D | -7.7% | -1.9% | -5.8% | -7.0% |
| 3M | -11.9% | +8.2% | -20.2% | -15.3% |
| 6M | +2.0% | +10.7% | -8.7% | -3.5% |
| YTD | +13.2% | +22.9% | -9.8% | +1.7% |
| 1Y | -8.5% | +5.8% | -14.3% | -12.1% |
| 3Y | +5.0% | +7.8% | -2.8% | -1.5% |
| All | +11.8% | +26.3% | -14.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling