+19.5%
AMT vs CART
+38.4%
-18.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +0.5% | +3.0% | -2.4% | +0.4% |
| 30D | +13.6% | +28.6% | -14.9% | +12.6% |
| 3M | +11.5% | +29.1% | -17.6% | +10.4% |
| 6M | +6.9% | +44.7% | -37.8% | +5.6% |
| YTD | +10.8% | +29.2% | -18.4% | +9.4% |
| 1Y | +10.3% | +66.2% | -55.8% | +8.5% |
| 3Y | +12.4% | +112.8% | -100.4% | +8.3% |
| All | +19.5% | +38.4% | -18.9% | +13.3% |
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 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