+22.8%
AMT vs CART
+37.6%
-14.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | +17.7% | +27.1% | -9.4% | +16.7% |
| 3M | +16.7% | +27.4% | -10.8% | +15.6% |
| 6M | +11.1% | +32.1% | -21.0% | +10.0% |
| YTD | +13.9% | +28.5% | -14.6% | +12.5% |
| 1Y | +12.5% | +58.8% | -46.3% | +10.7% |
| 3Y | +13.2% | +114.8% | -101.6% | +9.1% |
| All | +22.8% | +37.6% | -14.8% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling