-57.3%
AMC vs CART
+41.0%
-98.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.8% | +7.0% |
| 7D | +17.7% | +1.4% | +16.4% | +17.5% |
| 30D | +26.2% | +29.7% | -3.5% | +20.3% |
| 3M | +31.3% | +29.7% | +1.6% | +25.0% |
| 6M | +142.8% | +36.8% | +106.0% | +127.9% |
| YTD | +125.6% | +31.7% | +94.0% | +111.9% |
| 1Y | +40.2% | +62.4% | -22.1% | +27.9% |
| 3Y | -67.2% | +120.1% | -187.2% | -73.4% |
| All | -57.3% | +41.0% | -98.3% | -66.1% |
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 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