+20.2%
AMT vs CART
+39.2%
-19.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -2.2% | +1.2% | -3.4% | -2.2% |
| 30D | +5.8% | +17.8% | -12.0% | +5.1% |
| 3M | +12.6% | +20.7% | -8.1% | +11.7% |
| 6M | +8.3% | +49.7% | -41.4% | +6.9% |
| YTD | +11.4% | +30.0% | -18.6% | +10.0% |
| 1Y | +7.7% | +48.4% | -40.7% | +6.1% |
| 3Y | +14.8% | +132.0% | -117.2% | +10.4% |
| All | +20.2% | +39.2% | -19.1% | +13.9% |
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