+27.0%
ADM vs CART
+60.1%
-33.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -9.0% | +3.0% | -12.0% | -9.0% |
| 30D | -14.0% | +28.6% | -42.5% | -13.4% |
| 3M | -9.2% | +29.1% | -38.2% | -8.6% |
| 6M | -9.2% | +44.7% | -53.9% | -8.7% |
| YTD | +24.2% | +29.2% | -5.0% | +25.2% |
| 1Y | +27.0% | +66.2% | -39.2% | +19.9% |
| All | +27.0% | +60.1% | -33.1% | +19.9% |
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 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