+16.2%
APA vs CART
+37.6%
-21.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.9% |
| 7D | -15.6% | +1.2% | -16.8% | -15.8% |
| 30D | -0.9% | +27.1% | -28.0% | -4.3% |
| 3M | +26.1% | +27.4% | -1.3% | +21.4% |
| 6M | +6.1% | +32.1% | -26.0% | +1.3% |
| YTD | +82.8% | +28.5% | +54.4% | +74.6% |
| 1Y | +106.5% | +58.8% | +47.7% | +90.6% |
| 3Y | +21.9% | +114.8% | -92.9% | +7.1% |
| All | +16.2% | +37.6% | -21.4% | +3.4% |
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