+72.5%
CART vs APD
+10.1%
+62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +3.0% | -3.7% | +6.6% | +3.3% |
| 30D | +28.6% | +9.6% | +18.9% | +27.4% |
| 3M | +29.1% | +1.6% | +27.4% | +28.9% |
| 6M | +44.7% | +2.2% | +42.5% | +44.4% |
| YTD | +29.2% | +25.9% | +3.3% | +25.0% |
| 1Y | +66.2% | +20.1% | +46.0% | +61.9% |
| 3Y | +112.8% | +12.4% | +100.4% | +106.5% |
| All | +72.5% | +10.1% | +62.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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