-32.5%
CPRT vs AMDL
+384.9%
-417.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | +0.7% |
| 7D | +2.2% | +4.5% | -2.3% | +2.4% |
| 30D | +16.6% | -4.4% | +21.0% | +16.6% |
| 3M | +9.6% | -30.5% | +40.1% | +9.4% |
| 6M | -11.1% | +300.9% | -312.0% | -9.6% |
| YTD | -13.9% | +219.9% | -233.8% | -12.8% |
| 1Y | -32.5% | +374.7% | -407.2% | -31.2% |
| All | -32.5% | +384.9% | -417.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling