+17.5%
AWK vs CART
+38.4%
-20.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +4.1% | +3.0% | +1.1% | +4.0% |
| 30D | +18.0% | +28.6% | -10.6% | +16.9% |
| 3M | +12.2% | +29.1% | -16.9% | +11.2% |
| 6M | +21.2% | +44.7% | -23.5% | +19.7% |
| YTD | +17.6% | +29.2% | -11.7% | +16.1% |
| 1Y | +19.2% | +66.2% | -46.9% | +16.7% |
| 3Y | +26.7% | +112.8% | -86.1% | +18.3% |
| All | +17.5% | +38.4% | -20.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling