+6.3%
CART vs AFL
+10.6%
-4.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -6.2% |
| 7D | -4.1% | -0.7% | -3.4% | -4.1% |
| 30D | -4.3% | -7.1% | +2.8% | -5.3% |
| 3M | +13.1% | +0.4% | +12.7% | +12.8% |
| 6M | +26.0% | +4.5% | +21.5% | +25.5% |
| YTD | +6.7% | +6.1% | +0.6% | +6.0% |
| 1Y | +6.3% | +10.6% | -4.3% | +7.6% |
| All | +6.3% | +10.6% | -4.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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