+74.7%
CART vs AME
+62.3%
+12.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +1.3% | +5.9% | -4.6% | +0.2% |
| 30D | +19.2% | -1.9% | +21.1% | +19.4% |
| 3M | +17.6% | -5.4% | +22.9% | +18.6% |
| 6M | +47.4% | +4.9% | +42.4% | +44.9% |
| YTD | +30.9% | +18.5% | +12.4% | +23.1% |
| 1Y | +46.0% | +25.5% | +20.5% | +34.3% |
| 3Y | +130.3% | +63.0% | +67.3% | +90.2% |
| All | +74.7% | +62.3% | +12.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling