+37.1%
CART vs AMDL
+95.0%
-57.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.5% |
| 7D | +1.0% | +4.5% | -3.5% | +0.9% |
| 30D | +12.6% | -4.4% | +17.0% | +12.6% |
| 3M | +23.1% | -30.5% | +53.6% | +23.4% |
| 6M | +39.5% | +300.9% | -261.4% | +25.1% |
| YTD | +13.5% | +219.9% | -206.4% | +1.9% |
| 1Y | +14.9% | +374.7% | -359.8% | -2.6% |
| All | +37.1% | +95.0% | -57.9% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling