+38.4%
CART vs AU
+572.1%
-533.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -2.9% |
| 7D | -9.5% | +0.6% | -10.1% | -9.6% |
| 30D | -7.8% | +12.3% | -20.1% | -9.0% |
| 3M | +10.4% | +29.4% | -18.9% | +7.2% |
| 6M | +20.1% | +3.2% | +16.8% | +18.5% |
| YTD | +3.7% | +31.8% | -28.1% | -1.4% |
| 1Y | +2.6% | +83.4% | -80.8% | -7.4% |
| All | +38.4% | +572.1% | -533.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling