+444.1%
AMD vs CART
+40.2%
+404.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.2% |
| 7D | +13.1% | -0.6% | +13.7% | +13.3% |
| 30D | -7.0% | +23.1% | -30.0% | -9.2% |
| 3M | +16.6% | +19.2% | -2.6% | +13.8% |
| 6M | +20.5% | +45.7% | -25.2% | +13.5% |
| YTD | +158.2% | +30.9% | +127.3% | +146.0% |
| 1Y | +132.8% | +50.2% | +82.6% | +114.6% |
| 3Y | +366.2% | +133.5% | +232.7% | +290.0% |
| All | +444.1% | +40.2% | +404.0% | +366.8% |
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