+32.5%
CART vs AMRZ
-17.5%
+50.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.5% |
| 7D | +3.0% | +1.2% | +1.8% | +3.1% |
| 30D | +28.6% | +15.1% | +13.5% | +29.8% |
| 3M | +29.1% | -18.1% | +47.1% | +26.7% |
| 6M | +44.7% | -23.5% | +68.2% | +41.6% |
| YTD | +29.2% | -21.6% | +50.8% | +27.1% |
| 1Y | +66.2% | -14.7% | +80.9% | +64.6% |
| All | +32.5% | -17.5% | +50.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling