+8.0%
AUR vs CART
+54.8%
-46.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +12.7% | -0.6% | +13.3% | +12.8% |
| 30D | -18.7% | +23.1% | -41.8% | -20.8% |
| 3M | -33.8% | +19.2% | -53.0% | -35.4% |
| 6M | -36.6% | +45.7% | -82.3% | -40.1% |
| YTD | +19.8% | +30.9% | -11.1% | +12.2% |
| 1Y | +8.0% | +50.2% | -42.2% | -4.6% |
| All | +8.0% | +54.8% | -46.8% | -4.6% |
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