+142.8%
AMC vs CART
+40.3%
+102.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.8% | +6.8% |
| 7D | +17.7% | +1.4% | +16.4% | +17.2% |
| 30D | +26.2% | +29.7% | -3.5% | +14.6% |
| 3M | +31.3% | +29.7% | +1.6% | +19.1% |
| 6M | +142.8% | +36.8% | +106.0% | +109.7% |
| All | +142.8% | +40.3% | +102.4% | +109.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling