+71.5%
CART vs AMBA
-4.2%
+75.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.4% | +7.0% | -1.3% |
| 7D | +1.2% | -14.6% | +15.8% | +3.0% |
| 30D | +27.1% | -18.8% | +45.9% | +30.0% |
| 3M | +27.4% | -32.6% | +60.0% | +32.8% |
| 6M | +32.1% | -25.8% | +57.9% | +33.0% |
| YTD | +28.5% | -22.1% | +50.6% | +27.3% |
| 1Y | +58.8% | -36.2% | +95.0% | +61.6% |
| 3Y | +114.8% | +10.0% | +104.8% | +77.8% |
| All | +71.5% | -4.2% | +75.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling