+51.5%
CART vs AMP
+67.9%
-16.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +12.6% | -0.1% | +12.7% | +12.5% |
| 3M | +23.1% | +23.6% | -0.4% | +12.9% |
| 6M | +39.5% | +20.4% | +19.2% | +29.2% |
| YTD | +13.5% | +15.4% | -1.9% | +6.6% |
| 1Y | +14.9% | +11.0% | +3.9% | +9.4% |
| All | +51.5% | +67.9% | -16.4% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling