-58.8%
AMC vs CART
+39.2%
-98.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.2% |
| 7D | +6.6% | +1.5% | +5.1% | +6.4% |
| 30D | +14.1% | +22.4% | -8.3% | +10.0% |
| 3M | +31.3% | +16.5% | +14.8% | +27.5% |
| 6M | +126.7% | +44.9% | +81.8% | +111.6% |
| YTD | +117.9% | +30.0% | +88.0% | +105.3% |
| 1Y | +41.1% | +59.1% | -18.0% | +29.3% |
| 3Y | -61.0% | +138.8% | -199.8% | -68.5% |
| All | -58.8% | +39.2% | -98.0% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling