+73.5%
CART vs AME
+59.8%
+13.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | +22.4% | -4.1% | +26.6% | +23.2% |
| 3M | +15.6% | -5.6% | +21.3% | +16.6% |
| 6M | +44.9% | +2.8% | +42.1% | +43.1% |
| YTD | +30.0% | +16.6% | +13.4% | +22.6% |
| 1Y | +56.6% | +21.1% | +35.5% | +45.6% |
| 3Y | +131.9% | +61.1% | +70.8% | +91.9% |
| All | +73.5% | +59.8% | +13.7% | +37.8% |
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