+247.7%
ARM vs CART
+41.0%
+206.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.8% | -5.8% |
| 7D | -18.7% | +1.4% | -20.1% | -19.0% |
| 30D | -36.7% | +29.7% | -66.3% | -41.9% |
| 3M | -31.6% | +29.7% | -61.4% | -38.0% |
| 6M | -5.6% | +36.8% | -42.4% | -17.3% |
| YTD | +75.5% | +31.7% | +43.8% | +54.6% |
| 1Y | +19.3% | +62.4% | -43.0% | -5.6% |
| 3Y | +258.6% | +120.1% | +138.5% | +113.8% |
| All | +247.7% | +41.0% | +206.7% | +122.1% |
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