Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CPRT vs AMP✓SelectedUSD · AMPCPRT vs AMP performance historyLatest closeAs of-4.00%09/10
Stock and ETF performance explorer

CPRT vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+387.6%
AMP return
+584.2%
Excess return
-196.6%
Maximum drawdown
-57.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
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