-3.1%
ADM vs CART
+39.2%
-42.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -13.3% | +22.4% | -35.7% | -13.5% |
| 3M | -13.4% | +15.6% | -29.0% | -13.6% |
| 6M | -9.6% | +44.9% | -54.5% | -10.4% |
| YTD | +23.0% | +30.0% | -7.0% | +22.3% |
| 1Y | +27.4% | +56.6% | -29.3% | +25.8% |
| 3Y | +5.7% | +131.9% | -126.3% | +4.5% |
| All | -3.1% | +39.2% | -42.4% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling