+71.5%
CART vs APD
+11.7%
+59.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +27.1% | +10.1% | +17.0% | +25.9% |
| 3M | +27.4% | +4.9% | +22.6% | +26.9% |
| 6M | +32.1% | +2.5% | +29.7% | +31.9% |
| YTD | +28.5% | +27.8% | +0.7% | +24.2% |
| 1Y | +58.8% | +32.9% | +25.9% | +52.1% |
| 3Y | +114.8% | +13.4% | +101.4% | +109.6% |
| All | +71.5% | +11.7% | +59.7% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling