-1.5%
ADM vs CART
+37.6%
-39.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -7.5% | +1.2% | -8.7% | -7.5% |
| 30D | -14.3% | +27.1% | -41.4% | -14.6% |
| 3M | -8.6% | +27.4% | -36.0% | -9.0% |
| 6M | -9.9% | +32.1% | -42.0% | -10.4% |
| YTD | +25.1% | +28.5% | -3.4% | +24.4% |
| 1Y | +28.8% | +58.8% | -30.0% | +27.2% |
| 3Y | +6.9% | +114.8% | -107.9% | +5.5% |
| All | -1.5% | +37.6% | -39.1% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling