+298.0%
AMD vs CART
+37.6%
+260.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.4% | -14.8% | -17.0% |
| 7D | -28.6% | +1.2% | -29.8% | -28.6% |
| 30D | -37.7% | +27.1% | -64.8% | -39.5% |
| 3M | -16.1% | +27.4% | -43.5% | -19.0% |
| 6M | +13.8% | +32.1% | -18.3% | +8.5% |
| YTD | +88.8% | +28.5% | +60.4% | +80.3% |
| 1Y | +57.8% | +58.8% | -1.0% | +43.2% |
| 3Y | +260.3% | +114.8% | +145.5% | +203.9% |
| All | +298.0% | +37.6% | +260.4% | +242.2% |
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