+229.4%
AG vs CART
+112.9%
+116.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +6.3% | +3.0% | +3.4% | +5.8% |
| 30D | -8.9% | +28.6% | -37.5% | -13.3% |
| 3M | -12.2% | +29.1% | -41.3% | -16.6% |
| 6M | -28.3% | +44.7% | -73.0% | -33.7% |
| YTD | -8.8% | +29.2% | -38.0% | -14.4% |
| 1Y | +39.4% | +66.2% | -26.8% | +23.5% |
| 3Y | +229.4% | +112.8% | +116.6% | +167.3% |
| All | +229.4% | +112.9% | +116.5% | +167.3% |
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