+112.8%
CART vs AMCR
+16.4%
+96.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +3.0% | -5.3% | +8.3% | +3.8% |
| 30D | +28.6% | +8.7% | +19.8% | +26.8% |
| 3M | +29.1% | -3.3% | +32.4% | +29.6% |
| 6M | +44.7% | +15.1% | +29.6% | +41.8% |
| YTD | +29.2% | +12.4% | +16.8% | +26.3% |
| 1Y | +66.2% | +15.8% | +50.3% | +61.0% |
| 3Y | +112.8% | +16.7% | +96.1% | +84.0% |
| All | +112.8% | +16.4% | +96.5% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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