+186.8%
AFRM vs CART
+38.4%
+148.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -7.3% | +3.0% | -10.3% | -8.1% |
| 30D | -9.6% | +28.6% | -38.1% | -17.3% |
| 3M | -11.1% | +29.1% | -40.1% | -19.0% |
| 6M | +3.9% | +44.7% | -40.9% | -9.6% |
| YTD | -8.5% | +29.2% | -37.7% | -17.7% |
| 1Y | +3.3% | +66.2% | -62.9% | -15.8% |
| 3Y | +213.7% | +112.8% | +100.9% | +119.6% |
| All | +186.8% | +38.4% | +148.4% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling