+94.0%
APH vs CART
+21.6%
+72.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.1% | -48.9% | -47.9% |
| 7D | -48.7% | +1.2% | -49.9% | -48.8% |
| 30D | -51.9% | +12.6% | -64.6% | -52.5% |
| 3M | -43.6% | +23.1% | -66.7% | -44.8% |
| 6M | -37.5% | +39.5% | -77.1% | -40.1% |
| YTD | -38.6% | +13.5% | -52.2% | -39.6% |
| 1Y | -26.3% | +14.9% | -41.2% | -27.9% |
| All | +94.0% | +21.6% | +72.4% | +79.5% |
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