+40.2%
APO vs CART
+39.2%
+1.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +8.1% | +0.3% | +7.8% | +8.1% |
| 30D | +3.4% | +22.4% | -19.0% | -0.1% |
| 3M | -6.6% | +15.6% | -22.3% | -9.1% |
| 6M | -7.1% | +44.9% | -52.0% | -13.5% |
| YTD | -14.1% | +30.0% | -44.1% | -19.0% |
| 1Y | -4.7% | +56.6% | -61.3% | -13.3% |
| 3Y | +51.3% | +131.9% | -80.6% | +27.7% |
| All | +40.2% | +39.2% | +1.0% | +19.7% |
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