+72.5%
CART vs AFL
+71.5%
+1.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +3.0% | +0.1% | +2.8% | +2.9% |
| 30D | +28.6% | +10.0% | +18.5% | +27.2% |
| 3M | +29.1% | -1.6% | +30.6% | +29.0% |
| 6M | +44.7% | +10.5% | +34.2% | +42.6% |
| YTD | +29.2% | +14.3% | +15.0% | +26.5% |
| 1Y | +66.2% | +11.4% | +54.8% | +63.2% |
| 3Y | +112.8% | +62.4% | +50.4% | +107.9% |
| All | +72.5% | +71.5% | +1.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling