+239.9%
APH vs CART
+37.6%
+202.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.4% | -6.9% | -9.1% |
| 7D | -12.7% | +1.2% | -13.9% | -12.8% |
| 30D | -19.2% | +27.1% | -46.3% | -20.7% |
| 3M | -16.7% | +27.4% | -44.1% | -18.5% |
| 6M | +5.1% | +32.1% | -27.0% | +2.3% |
| YTD | +6.6% | +28.5% | -21.9% | +3.8% |
| 1Y | +3.9% | +58.8% | -54.9% | -2.4% |
| 3Y | +246.0% | +114.8% | +131.3% | +213.6% |
| All | +239.9% | +37.6% | +202.3% | +211.3% |
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