+319.7%
ATI vs CART
+39.2%
+280.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | -4.8% | +22.4% | -27.2% | -6.8% |
| 3M | -19.9% | +15.6% | -35.6% | -21.3% |
| 6M | +15.4% | +44.9% | -29.5% | +10.2% |
| YTD | +59.2% | +30.0% | +29.2% | +53.6% |
| 1Y | +86.3% | +56.6% | +29.6% | +73.7% |
| 3Y | +318.2% | +131.9% | +186.3% | +269.5% |
| All | +319.7% | +39.2% | +280.4% | +270.7% |
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