+26.5%
ADM vs CART
+47.6%
-21.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | -14.7% | +17.8% | -32.5% | -14.2% |
| 3M | -10.4% | +20.7% | -31.1% | -9.9% |
| 6M | -10.9% | +49.7% | -60.7% | -10.2% |
| YTD | +26.0% | +30.0% | -4.0% | +26.4% |
| 1Y | +26.5% | +48.4% | -21.9% | +24.4% |
| All | +26.5% | +47.6% | -21.1% | +24.4% |
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 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