+61.0%
AA vs CART
+14.4%
+46.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +5.0% | +12.6% | -7.6% | +3.5% |
| 3M | -35.8% | +23.1% | -58.9% | -37.0% |
| 6M | -18.4% | +39.5% | -57.9% | -20.8% |
| YTD | -5.5% | +13.5% | -19.0% | -6.0% |
| 1Y | +61.0% | +14.9% | +46.1% | +55.3% |
| All | +61.0% | +14.4% | +46.5% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling