+248.5%
ALAB vs CART
+58.0%
+190.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | +0.3% | -7.7% | -7.4% |
| 30D | -36.8% | +22.4% | -59.3% | -39.4% |
| 3M | -31.9% | +15.6% | -47.5% | -34.0% |
| 6M | +8.2% | +44.9% | -36.7% | -1.4% |
| YTD | +29.9% | +30.0% | 0.0% | +20.9% |
| 1Y | +24.4% | +56.6% | -32.2% | +9.0% |
| All | +248.5% | +58.0% | +190.5% | +209.5% |
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