+58.0%
CART vs AMDL
+119.6%
-61.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.3% | -13.6% | +0.3% |
| 7D | -0.6% | +18.5% | -19.1% | -1.4% |
| 30D | +23.1% | -24.2% | +47.3% | +23.2% |
| 3M | +19.2% | +11.5% | +7.7% | +17.7% |
| 6M | +45.7% | -1.0% | +46.7% | +42.4% |
| YTD | +30.9% | +260.3% | -229.4% | +16.1% |
| 1Y | +50.2% | +178.2% | -128.0% | +35.1% |
| All | +58.0% | +119.6% | -61.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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