-79.4%
AMIX vs CART
+40.3%
-119.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.7% |
| 7D | -25.1% | +1.4% | -26.5% | -24.9% |
| 30D | -54.5% | +29.7% | -84.2% | -53.2% |
| 3M | -91.7% | +29.7% | -121.5% | -91.3% |
| 6M | -79.4% | +36.8% | -116.2% | -78.3% |
| All | -79.4% | +40.3% | -119.8% | -78.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling