+89.1%
AMZN vs CART
+37.6%
+51.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.9% |
| 7D | +6.7% | +1.2% | +5.5% | +6.6% |
| 30D | +1.5% | +27.1% | -25.6% | -1.6% |
| 3M | -4.6% | +27.4% | -32.0% | -7.6% |
| 6M | -4.9% | +32.1% | -37.0% | -8.6% |
| YTD | +12.7% | +28.5% | -15.7% | +8.4% |
| 1Y | +4.0% | +58.8% | -54.8% | -3.0% |
| 3Y | +87.7% | +114.8% | -27.0% | +64.8% |
| All | +89.1% | +37.6% | +51.5% | +64.0% |
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