+51.5%
CART vs APD
+8.8%
+42.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.0% | -2.2% | +3.3% | +1.3% |
| 30D | +12.6% | +2.1% | +10.5% | +12.4% |
| 3M | +23.1% | +7.2% | +15.9% | +22.1% |
| 6M | +39.5% | +11.2% | +28.3% | +37.8% |
| YTD | +13.5% | +24.4% | -10.9% | +10.0% |
| 1Y | +14.9% | +6.7% | +8.2% | +14.6% |
| All | +51.5% | +8.8% | +42.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling