+74.7%
CART vs AGI
+128.4%
-53.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.3% | -10.1% | +11.4% | +2.4% |
| 30D | +19.2% | -6.5% | +25.7% | +19.8% |
| 3M | +17.6% | -12.8% | +30.4% | +18.9% |
| 6M | +47.4% | -34.3% | +81.7% | +52.8% |
| YTD | +30.9% | -25.6% | +56.5% | +32.5% |
| 1Y | +46.0% | -14.2% | +60.2% | +44.8% |
| 3Y | +130.3% | +127.3% | +3.0% | +89.2% |
| All | +74.7% | +128.4% | -53.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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