+216.5%
ARM vs CART
+38.4%
+178.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.6% |
| 7D | -15.2% | +3.0% | -18.2% | -15.9% |
| 30D | -40.7% | +28.6% | -69.2% | -45.3% |
| 3M | -39.1% | +29.1% | -68.2% | -44.7% |
| 6M | -26.4% | +44.7% | -71.1% | -36.5% |
| YTD | +59.7% | +29.2% | +30.5% | +41.8% |
| 1Y | +10.3% | +66.2% | -55.8% | -13.8% |
| 3Y | +228.9% | +112.8% | +116.0% | +98.5% |
| All | +216.5% | +38.4% | +178.1% | +103.6% |
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