+93.4%
AMZN vs CART
+40.2%
+53.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +2.6% | +23.1% | -20.5% | -0.2% |
| 3M | -2.2% | +19.2% | -21.4% | -4.6% |
| 6M | -1.0% | +45.7% | -46.7% | -5.9% |
| YTD | +15.3% | +30.9% | -15.6% | +10.7% |
| 1Y | +6.9% | +50.2% | -43.3% | +0.5% |
| 3Y | +85.4% | +133.5% | -48.1% | +61.5% |
| All | +93.4% | +40.2% | +53.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling