+414.1%
CARR vs APTV
+37.5%
+376.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -4.9% | -3.2% |
| 7D | -4.1% | -1.8% | -2.3% | -3.6% |
| 30D | -11.0% | -7.9% | -3.1% | -8.5% |
| 3M | -16.4% | -29.9% | +13.6% | -6.3% |
| 6M | -2.4% | -36.6% | +34.2% | +12.2% |
| YTD | +8.4% | -40.0% | +48.4% | +26.5% |
| 1Y | -8.0% | -44.0% | +36.0% | +10.1% |
| 3Y | +0.6% | -54.5% | +55.1% | +25.4% |
| 5Y | +7.7% | -68.8% | +76.5% | +48.1% |
| All | +414.1% | +37.5% | +376.6% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling