+441.9%
CARR vs APD
+76.9%
+365.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.5% |
| 7D | +1.6% | -2.2% | +3.8% | +2.5% |
| 30D | -8.7% | +2.1% | -10.8% | -9.6% |
| 3M | -12.6% | +7.2% | -19.7% | -15.5% |
| 6M | -1.5% | +11.2% | -12.8% | -6.8% |
| YTD | +14.3% | +24.4% | -10.1% | +2.6% |
| 1Y | -4.6% | +6.7% | -11.2% | -8.6% |
| 3Y | +7.3% | +9.2% | -1.9% | -0.2% |
| 5Y | +11.6% | +27.4% | -15.7% | -5.6% |
| All | +441.9% | +76.9% | +365.1% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling