+72.5%
CART vs AMBA
+1.7%
+70.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.6% | -0.1% |
| 7D | +3.0% | -7.2% | +10.2% | +3.8% |
| 30D | +28.6% | -10.4% | +38.9% | +30.0% |
| 3M | +29.1% | -30.1% | +59.2% | +34.0% |
| 6M | +44.7% | -22.4% | +67.2% | +45.0% |
| YTD | +29.2% | -17.3% | +46.6% | +27.1% |
| 1Y | +66.2% | -35.4% | +101.5% | +69.4% |
| 3Y | +112.8% | +18.6% | +94.2% | +73.5% |
| All | +72.5% | +1.7% | +70.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling