-62.7%
AMC vs CART
+37.6%
-100.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.4% | -10.1% | -12.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +4.4% | +27.1% | -22.7% | 0.0% |
| 3M | +15.4% | +27.4% | -12.1% | +10.2% |
| 6M | +93.7% | +32.1% | +61.6% | +83.0% |
| YTD | +97.4% | +28.5% | +69.0% | +86.3% |
| 1Y | +23.2% | +58.8% | -35.6% | +12.9% |
| 3Y | -71.3% | +114.8% | -186.0% | -76.6% |
| All | -62.7% | +37.6% | -100.3% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling