+93.8%
AMZN vs CART
+40.2%
+53.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | +5.0% | +19.2% | -14.2% | +2.6% |
| 3M | +0.6% | +17.6% | -17.0% | -1.6% |
| 6M | -1.3% | +47.4% | -48.6% | -6.3% |
| YTD | +15.5% | +30.9% | -15.4% | +10.9% |
| 1Y | +12.2% | +46.0% | -33.7% | +6.0% |
| 3Y | +87.0% | +130.3% | -43.3% | +63.1% |
| All | +93.8% | +40.2% | +53.6% | +67.7% |
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