+23.9%
AG vs CART
+54.8%
-30.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.0% | -0.6% | -3.4% | -4.0% |
| 30D | -13.1% | +23.1% | -36.1% | -14.8% |
| 3M | -22.0% | +19.2% | -41.2% | -23.3% |
| 6M | -37.3% | +45.7% | -82.9% | -39.1% |
| YTD | -11.2% | +30.9% | -42.1% | -12.9% |
| 1Y | +23.9% | +50.2% | -26.2% | +18.2% |
| All | +23.9% | +54.8% | -30.8% | +18.2% |
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 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