+238.0%
AMAT vs CART
+21.6%
+216.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | -1.5% | +1.0% | -2.6% | -1.6% |
| 30D | -14.8% | +12.6% | -27.4% | -16.2% |
| 3M | -9.3% | +23.1% | -32.4% | -12.1% |
| 6M | +27.4% | +39.5% | -12.1% | +20.1% |
| YTD | +77.6% | +13.5% | +64.0% | +73.0% |
| 1Y | +188.9% | +14.9% | +174.1% | +179.1% |
| All | +238.0% | +21.6% | +216.4% | +193.2% |
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