+314.3%
ATI vs CART
+112.9%
+201.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.4% |
| 7D | +6.2% | +3.0% | +3.2% | +5.9% |
| 30D | -7.1% | +28.6% | -35.6% | -9.5% |
| 3M | -21.3% | +29.1% | -50.4% | -23.5% |
| 6M | +6.5% | +44.7% | -38.2% | +1.9% |
| YTD | +53.2% | +29.2% | +24.0% | +48.2% |
| 1Y | +82.7% | +66.2% | +16.6% | +68.7% |
| 3Y | +314.3% | +112.8% | +201.5% | +274.7% |
| All | +314.3% | +112.9% | +201.4% | +274.7% |
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 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