+33.4%
APO vs CART
+38.4%
-5.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.8% | +3.0% | -2.2% | +0.3% |
| 30D | +1.0% | +28.6% | -27.5% | -3.2% |
| 3M | -8.4% | +29.1% | -37.5% | -12.6% |
| 6M | -9.1% | +44.7% | -53.8% | -15.4% |
| YTD | -18.3% | +29.2% | -47.5% | -22.8% |
| 1Y | -8.0% | +66.2% | -74.1% | -17.3% |
| 3Y | +47.1% | +112.8% | -65.8% | +25.3% |
| All | +33.4% | +38.4% | -5.0% | +13.9% |
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