+1.5%
CARR vs AMP
+66.7%
-65.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -3.8% | -0.5% | -3.2% | -3.5% |
| 30D | -8.9% | -1.3% | -7.6% | -8.4% |
| 3M | -17.3% | +24.2% | -41.5% | -25.8% |
| 6M | -1.4% | +24.6% | -26.0% | -12.1% |
| YTD | +10.0% | +14.8% | -4.8% | +1.6% |
| 1Y | -6.4% | +12.8% | -19.1% | -12.8% |
| 3Y | +1.5% | +69.0% | -67.4% | -29.9% |
| All | +1.5% | +66.7% | -65.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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