-28.8%
CPRT vs AMP
+64.9%
-93.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +8.2% | -1.0% | +9.3% | +8.6% |
| 3M | +2.3% | +23.2% | -20.9% | -5.9% |
| 6M | -14.7% | +20.4% | -35.1% | -21.1% |
| YTD | -18.2% | +13.6% | -31.8% | -22.8% |
| 1Y | -33.4% | +13.4% | -46.7% | -37.2% |
| All | -28.8% | +64.9% | -93.8% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling