+333.3%
ATI vs CART
+112.9%
+220.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.9% |
| 30D | -3.6% | +22.4% | -26.0% | -5.6% |
| 3M | -18.9% | +16.5% | -35.4% | -20.2% |
| 6M | +16.7% | +44.9% | -28.2% | +11.7% |
| YTD | +61.1% | +30.0% | +31.1% | +55.7% |
| 1Y | +89.3% | +59.1% | +30.2% | +76.1% |
| 3Y | +333.3% | +138.8% | +194.5% | +288.1% |
| All | +333.3% | +112.9% | +220.4% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling