-23.9%
CPRT vs AMDL
+108.7%
-132.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +5.1% |
| 7D | +12.6% | -30.7% | +43.4% | +10.7% |
| 30D | +18.0% | -43.8% | +61.7% | +15.2% |
| 3M | +11.0% | -24.5% | +35.5% | +10.4% |
| 6M | -2.0% | +44.7% | -46.7% | -0.7% |
| YTD | -16.7% | +204.0% | -220.7% | -15.1% |
| 1Y | -23.9% | +109.1% | -132.9% | -22.3% |
| All | -23.9% | +108.7% | -132.5% | -22.3% |
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