+51.5%
CART vs AMBA
+9.2%
+42.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.0% | -11.0% | +12.0% | +2.4% |
| 30D | +12.6% | -23.2% | +35.8% | +16.0% |
| 3M | +23.1% | -12.7% | +35.8% | +22.9% |
| 6M | +39.5% | +11.2% | +28.3% | +32.4% |
| YTD | +13.5% | -11.2% | +24.8% | +11.2% |
| 1Y | +14.9% | -22.5% | +37.4% | +13.5% |
| All | +51.5% | +9.2% | +42.3% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling