+112.4%
ADI vs CART
+21.6%
+90.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -3.8% | +12.6% | -16.4% | -5.4% |
| 3M | -15.3% | +23.1% | -38.4% | -17.8% |
| 6M | +6.7% | +39.5% | -32.8% | +0.9% |
| YTD | +34.8% | +13.5% | +21.2% | +31.6% |
| 1Y | +49.0% | +14.9% | +34.2% | +44.6% |
| All | +112.4% | +21.6% | +90.8% | +90.9% |
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