+52.8%
AA vs CART
+111.7%
-58.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.9% |
| 7D | -3.7% | +1.2% | -4.9% | -3.8% |
| 30D | -10.8% | +27.1% | -37.9% | -14.6% |
| 3M | -19.1% | +27.4% | -46.5% | -22.9% |
| 6M | -38.7% | +32.1% | -70.8% | -42.2% |
| YTD | -27.1% | +28.5% | -55.6% | -31.1% |
| 1Y | +8.3% | +58.8% | -50.5% | -2.6% |
| All | +52.8% | +111.7% | -58.9% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling