+421.5%
CARR vs APTV
+37.0%
+384.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | -3.8% | -5.0% | +1.3% | -2.1% |
| 30D | -8.9% | -6.1% | -2.8% | -7.0% |
| 3M | -17.3% | -33.0% | +15.7% | -5.8% |
| 6M | -1.4% | -35.2% | +33.8% | +12.4% |
| YTD | +10.0% | -40.1% | +50.1% | +28.5% |
| 1Y | -6.4% | -45.6% | +39.3% | +13.3% |
| 3Y | +1.5% | -54.4% | +55.9% | +26.4% |
| 5Y | +9.3% | -68.9% | +78.2% | +50.4% |
| All | +421.5% | +37.0% | +384.5% | +492.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling