-39.9%
CPRT vs AMDL
+95.0%
-134.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | +0.3% |
| 7D | +2.2% | +4.5% | -2.3% | +2.2% |
| 30D | +16.6% | -4.4% | +21.0% | +16.7% |
| 3M | +9.6% | -30.5% | +40.1% | +9.6% |
| 6M | -11.1% | +300.9% | -312.0% | -17.6% |
| YTD | -13.9% | +219.9% | -233.8% | -20.2% |
| 1Y | -32.5% | +374.7% | -407.2% | -40.1% |
| All | -39.9% | +95.0% | -134.9% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling