+73.5%
CART vs AU
+515.4%
-441.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -0.1% |
| 7D | +1.5% | +20.8% | -19.3% | -0.5% |
| 30D | +22.4% | +5.5% | +16.9% | +21.5% |
| 3M | +16.5% | +3.9% | +12.6% | +15.6% |
| 6M | +44.9% | -5.4% | +50.3% | +44.5% |
| YTD | +30.0% | +20.7% | +9.3% | +24.4% |
| 1Y | +59.1% | +49.8% | +9.3% | +47.5% |
| 3Y | +138.8% | +565.6% | -426.8% | +71.1% |
| All | +73.5% | +515.4% | -441.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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