-91.6%
AMIX vs CART
+61.3%
-152.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.8% |
| 7D | -25.1% | +1.4% | -26.5% | -24.9% |
| 30D | -54.5% | +29.7% | -84.2% | -52.9% |
| 3M | -91.7% | +29.7% | -121.5% | -91.4% |
| 6M | -79.4% | +36.8% | -116.2% | -78.3% |
| YTD | -86.1% | +31.7% | -117.7% | -88.0% |
| 1Y | -91.6% | +62.4% | -153.9% | -86.4% |
| All | -91.6% | +61.3% | -152.9% | -86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling