+295.9%
AG vs CART
+21.6%
+274.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +19.2% | +12.6% | +6.6% | +16.8% |
| 3M | +6.2% | +23.1% | -17.0% | +2.4% |
| 6M | -26.7% | +39.5% | -66.2% | -31.4% |
| YTD | +26.1% | +13.5% | +12.6% | +22.3% |
| 1Y | +131.7% | +14.9% | +116.8% | +122.6% |
| All | +295.9% | +21.6% | +274.3% | +256.2% |
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 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