+7.0%
ADM vs CART
+112.9%
-105.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -7.8% | +1.5% | -9.3% | -7.9% |
| 30D | -12.6% | +22.4% | -35.0% | -13.0% |
| 3M | -8.2% | +16.5% | -24.8% | -8.6% |
| 6M | -8.9% | +44.9% | -53.8% | -9.9% |
| YTD | +24.0% | +30.0% | -6.0% | +23.1% |
| 1Y | +26.2% | +59.1% | -32.9% | +24.0% |
| 3Y | +7.0% | +138.8% | -131.8% | +4.2% |
| All | +7.0% | +112.9% | -105.9% | +4.2% |
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 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