-99.8%
AMIX vs CART
+100.6%
-200.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -2.1% |
| 7D | -13.7% | +1.0% | -14.8% | -13.6% |
| 30D | -62.1% | +12.6% | -74.7% | -61.3% |
| 3M | -46.2% | +23.1% | -69.3% | -44.4% |
| 6M | -46.4% | +39.5% | -86.0% | -43.5% |
| YTD | -60.3% | +13.5% | -73.8% | -59.9% |
| 1Y | -79.7% | +14.9% | -94.5% | -79.1% |
| All | -99.8% | +100.6% | -200.4% | -99.8% |
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