+74.7%
CART vs AME
+60.7%
+14.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +23.1% | -4.1% | +27.2% | +23.9% |
| 3M | +19.2% | -6.3% | +25.5% | +20.5% |
| 6M | +45.7% | +3.5% | +42.1% | +43.7% |
| YTD | +30.9% | +17.3% | +13.6% | +23.3% |
| 1Y | +50.2% | +22.0% | +28.2% | +39.3% |
| 3Y | +133.5% | +62.0% | +71.5% | +92.9% |
| All | +74.7% | +60.7% | +14.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling