+12.4%
APH vs CART
+40.3%
-27.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.7% | -5.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.2% |
| 30D | -9.5% | +29.7% | -39.1% | -4.7% |
| 3M | -7.6% | +29.7% | -37.4% | -2.3% |
| 6M | +12.4% | +36.8% | -24.4% | +21.5% |
| All | +12.4% | +40.3% | -27.9% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling