-2.2%
ADM vs CART
+38.4%
-40.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -9.0% | +3.0% | -12.0% | -9.1% |
| 30D | -14.0% | +28.6% | -42.5% | -14.3% |
| 3M | -9.2% | +29.1% | -38.2% | -9.6% |
| 6M | -9.2% | +44.7% | -53.9% | -9.9% |
| YTD | +24.2% | +29.2% | -5.0% | +23.5% |
| 1Y | +27.0% | +66.2% | -39.2% | +25.2% |
| 3Y | +6.6% | +112.8% | -106.2% | +5.2% |
| All | -2.2% | +38.4% | -40.6% | -2.5% |
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