Andrej Karpathy

The chart shows the growth of an initial investment of $10,000 in Andrej Karpathy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.

Based on dividend-adjusted daily data since Apr 22, 2021, Andrej Karpathy's average daily return is +0.12%, while the average monthly return is +2.07%. At this rate, your investment would double in approximately 2.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jun 2025 with a return of +27.7%, while the worst month was Apr 2025 at -50.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Andrej Karpathy closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +37.8%, while the worst single day was Apr 7, 2025 at -60.6%.

Andrej Karpathy has an annualized alpha of 11.58%, beta of 1.79, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since April 22, 2021.

• This portfolio captured 232.53% of S&P 500 Index gains and 161.65% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.41 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Andrej Karpathy has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Andrej Karpathy ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Andrej Karpathy Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.10
• All Time: 0.37

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Andrej Karpathy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Andrej Karpathy provided a 4.54% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Andrej Karpathy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Andrej Karpathy was 74.17%, occurring on Apr 7, 2025. The portfolio has not yet recovered.

The current Andrej Karpathy drawdown is 16.34%.

The chart below shows the rolling one-month volatility.