+387.6%
CPRT vs AMP
+584.2%
-196.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -8.4% | -2.0% | -6.4% | -7.6% |
| 30D | +4.6% | -1.7% | +6.3% | +5.3% |
| 3M | -1.9% | +23.2% | -25.2% | -10.7% |
| 6M | -15.3% | +22.2% | -37.5% | -22.8% |
| YTD | -21.5% | +14.0% | -35.4% | -26.5% |
| 1Y | -36.6% | +14.0% | -50.6% | -40.9% |
| 3Y | -31.2% | +67.0% | -98.2% | -46.8% |
| 5Y | -14.1% | +123.2% | -137.3% | -42.3% |
| All | +387.6% | +584.2% | -196.6% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling