-2.6%
AFRM vs CART
+57.6%
-60.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.4% | -5.4% | -7.2% |
| 7D | -6.9% | +1.2% | -8.1% | -7.1% |
| 30D | -7.0% | +27.1% | -34.1% | -13.6% |
| 3M | -11.2% | +27.4% | -38.7% | -17.5% |
| 6M | +4.3% | +32.1% | -27.9% | -3.5% |
| YTD | -6.4% | +28.5% | -34.9% | -13.4% |
| 1Y | -2.6% | +58.8% | -61.4% | -27.0% |
| All | -2.6% | +57.6% | -60.2% | -27.0% |
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