+87.8%
AMZN vs CART
+21.6%
+66.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | -5.2% | +12.6% | -17.8% | -6.7% |
| 3M | +1.9% | +23.1% | -21.3% | -0.9% |
| 6M | +19.2% | +39.5% | -20.3% | +13.8% |
| YTD | +12.0% | +13.5% | -1.5% | +9.6% |
| 1Y | +9.7% | +14.9% | -5.2% | +6.6% |
| All | +87.8% | +21.6% | +66.2% | +65.8% |
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