+9.8%
AJG vs CART
+14.3%
-4.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -3.6% |
| 7D | -3.8% | -4.1% | +0.3% | -3.5% |
| 30D | +1.6% | -4.3% | +5.9% | +1.9% |
| 3M | +18.6% | +13.1% | +5.5% | +17.7% |
| 6M | +10.9% | +26.0% | -15.1% | +9.3% |
| YTD | -2.0% | +6.7% | -8.7% | -2.9% |
| 1Y | -14.9% | +6.3% | -21.2% | -15.9% |
| All | +9.8% | +14.3% | -4.5% | +8.9% |
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