+101.8%
APA vs CART
+49.3%
+52.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.6% |
| 7D | +8.5% | +1.3% | +7.2% | +8.4% |
| 30D | +2.8% | +19.2% | -16.4% | +1.0% |
| 3M | +21.7% | +17.6% | +4.2% | +19.5% |
| 6M | +32.6% | +47.4% | -14.7% | +26.3% |
| YTD | +103.7% | +30.9% | +72.8% | +91.3% |
| 1Y | +101.8% | +46.0% | +55.8% | +85.2% |
| All | +101.8% | +49.3% | +52.5% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling