+74.7%
CART vs APD
+15.0%
+59.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.3% | +3.8% | -2.5% | +0.9% |
| 30D | +19.2% | +8.2% | +11.0% | +18.3% |
| 3M | +17.6% | +4.3% | +13.3% | +17.1% |
| 6M | +47.4% | +4.7% | +42.7% | +46.7% |
| YTD | +30.9% | +31.5% | -0.7% | +26.1% |
| 1Y | +46.0% | +23.5% | +22.4% | +42.0% |
| 3Y | +130.3% | +29.1% | +101.2% | +121.6% |
| All | +74.7% | +15.0% | +59.7% | +70.1% |
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