+356.9%
ARM vs CART
+21.6%
+335.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.3% |
| 7D | +5.5% | +1.0% | +4.4% | +5.1% |
| 30D | -8.2% | +12.6% | -20.8% | -12.4% |
| 3M | -35.9% | +23.1% | -59.0% | -41.2% |
| 6M | +103.1% | +39.5% | +63.6% | +74.1% |
| YTD | +130.6% | +13.5% | +117.1% | +114.5% |
| 1Y | +86.1% | +14.9% | +71.2% | +70.0% |
| All | +356.9% | +21.6% | +335.3% | +208.0% |
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