+47.7%
APO vs CART
+111.7%
-64.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | +1.1% | +27.1% | -26.0% | -3.0% |
| 3M | -9.2% | +27.4% | -36.7% | -13.3% |
| 6M | -9.2% | +32.1% | -41.4% | -14.3% |
| YTD | -18.0% | +28.5% | -46.5% | -22.5% |
| 1Y | -10.9% | +58.8% | -69.7% | -19.4% |
| All | +47.7% | +111.7% | -64.0% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling