+400.4%
ALAB vs CART
+38.0%
+362.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.0% | +10.0% |
| 7D | +7.2% | +1.0% | +6.2% | +6.9% |
| 30D | -2.5% | +12.6% | -15.1% | -5.4% |
| 3M | -13.3% | +23.1% | -36.4% | -17.8% |
| 6M | +172.8% | +39.5% | +133.3% | +146.6% |
| YTD | +86.6% | +13.5% | +73.0% | +78.6% |
| 1Y | +65.2% | +14.9% | +50.3% | +56.3% |
| All | +400.4% | +38.0% | +362.4% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling