+96.8%
AMZN vs CART
+39.2%
+57.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.0% | +0.3% | +7.8% | +8.0% |
| 30D | +3.2% | +22.4% | -19.2% | +0.5% |
| 3M | -2.6% | +15.6% | -18.2% | -4.5% |
| 6M | -0.7% | +44.9% | -45.6% | -5.5% |
| YTD | +17.4% | +30.0% | -12.6% | +12.7% |
| 1Y | +9.0% | +56.6% | -47.6% | +1.9% |
| 3Y | +88.7% | +131.9% | -43.3% | +64.4% |
| All | +96.8% | +39.2% | +57.6% | +70.5% |
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 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