+137.6%
CART vs AHR
+395.3%
-257.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | +0.2% |
| 7D | +3.0% | +8.2% | -5.2% | +2.0% |
| 30D | +28.6% | +17.3% | +11.3% | +26.1% |
| 3M | +29.1% | +6.4% | +22.7% | +28.0% |
| 6M | +44.7% | +16.9% | +27.8% | +42.1% |
| YTD | +29.2% | +24.9% | +4.3% | +25.8% |
| 1Y | +66.2% | +23.3% | +42.8% | +62.0% |
| All | +137.6% | +395.3% | -257.7% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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