Last Price
$400.62
Market Cap
$1.4T
Vol (23d)
48.8%
L3 Res ER (α)
34.3%
Subsector
CARZ
Systematic %
87%
Daily return attribution (2026-04-17)
Incremental factor returns (l1_fr, l2_fr, l3_fr) and L3 residual return (l3_rr) from ERM3 returns decomposition — not hedge ratios or explained risk. See Returns decomposition metrics.
L1 FR
0.0 bps
L2 FR
0.0 bps
L3 FR
0.0 bps
L3 RR
+301.4 bps
Gross return (same day): +301.4 bps — sum of components ≈ gross for simple daily returns.
RR
Deep Dive Snapshot
