+286.6%
ATI vs CART
+37.6%
+249.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.7% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | -13.5% | +27.1% | -40.6% | -15.7% |
| 3M | -17.9% | +27.4% | -45.4% | -20.2% |
| 6M | +8.4% | +32.1% | -23.8% | +4.6% |
| YTD | +46.7% | +28.5% | +18.2% | +41.7% |
| 1Y | +74.5% | +58.8% | +15.7% | +62.1% |
| 3Y | +303.7% | +114.8% | +188.9% | +259.3% |
| All | +286.6% | +37.6% | +249.0% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling