+112.8%
CART vs AMP
+54.6%
+58.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.1% |
| 30D | +28.6% | +2.2% | +26.3% | +27.4% |
| 3M | +29.1% | -10.4% | +39.5% | +34.1% |
| 6M | +44.7% | +5.8% | +38.9% | +40.9% |
| YTD | +29.2% | +3.3% | +25.9% | +26.6% |
| 1Y | +66.2% | +11.1% | +55.1% | +57.3% |
| 3Y | +112.8% | +56.0% | +56.8% | +40.5% |
| All | +112.8% | +54.6% | +58.2% | +40.5% |
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