+113.1%
ADI vs CART
+38.4%
+74.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -12.8% | +3.0% | -15.8% | -13.1% |
| 30D | -11.3% | +28.6% | -39.9% | -14.2% |
| 3M | -3.4% | +29.1% | -32.4% | -6.7% |
| 6M | -12.0% | +44.7% | -56.7% | -16.7% |
| YTD | +35.3% | +29.2% | +6.0% | +29.7% |
| 1Y | +58.1% | +66.2% | -8.1% | +44.6% |
| 3Y | +127.4% | +112.8% | +14.5% | +97.5% |
| All | +113.1% | +38.4% | +74.8% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling