+178.9%
AG vs CART
+40.2%
+138.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -13.1% | +23.1% | -36.1% | -16.1% |
| 3M | -22.0% | +19.2% | -41.2% | -24.4% |
| 6M | -37.3% | +45.7% | -82.9% | -41.3% |
| YTD | -11.2% | +30.9% | -42.1% | -16.1% |
| 1Y | +23.9% | +50.2% | -26.2% | +14.1% |
| 3Y | +225.1% | +133.5% | +91.6% | +177.4% |
| All | +178.9% | +40.2% | +138.7% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling