+82.7%
ATI vs CART
+60.1%
+22.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.5% |
| 7D | +6.2% | +3.0% | +3.2% | +6.4% |
| 30D | -7.1% | +28.6% | -35.6% | -5.1% |
| 3M | -21.3% | +29.1% | -50.4% | -19.4% |
| 6M | +6.5% | +44.7% | -38.2% | +10.9% |
| YTD | +53.2% | +29.2% | +24.0% | +57.0% |
| 1Y | +82.7% | +66.2% | +16.6% | +74.8% |
| All | +82.7% | +60.1% | +22.6% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling