+228.9%
AG vs CART
+137.8%
+91.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -13.5% | +22.4% | -36.0% | -16.9% |
| 3M | -20.7% | +15.6% | -36.3% | -23.0% |
| 6M | -31.5% | +44.9% | -76.4% | -36.6% |
| YTD | -10.1% | +30.0% | -40.1% | -15.7% |
| 1Y | +26.0% | +56.6% | -30.6% | +13.2% |
| 3Y | +228.9% | +131.9% | +97.0% | +160.5% |
| All | +228.9% | +137.8% | +91.1% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling