+130.3%
CART vs AFL
+67.6%
+62.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +19.2% | +8.0% | +11.2% | +18.3% |
| 3M | +17.6% | +5.9% | +11.6% | +16.8% |
| 6M | +47.4% | +11.6% | +35.7% | +45.4% |
| YTD | +30.9% | +17.5% | +13.3% | +28.1% |
| 1Y | +46.0% | +13.3% | +32.7% | +43.5% |
| 3Y | +130.3% | +67.0% | +63.3% | +135.8% |
| All | +130.3% | +67.6% | +62.7% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling