+19.2%
APA vs CART
+38.4%
-19.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.6% |
| 7D | -15.5% | +3.0% | -18.5% | -15.9% |
| 30D | +2.4% | +28.6% | -26.2% | -1.2% |
| 3M | +22.8% | +29.1% | -6.3% | +18.0% |
| 6M | +17.9% | +44.7% | -26.8% | +11.1% |
| YTD | +87.7% | +29.2% | +58.5% | +79.1% |
| 1Y | +94.2% | +66.2% | +28.0% | +78.2% |
| 3Y | +27.2% | +112.8% | -85.6% | +11.7% |
| All | +19.2% | +38.4% | -19.1% | +6.1% |
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