-20.1%
CPRT vs AMT
+9.8%
-29.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.9% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +20.0% | +13.6% | +6.4% | +16.6% |
| 3M | +10.1% | +11.5% | -1.3% | +7.5% |
| 6M | -4.3% | +6.9% | -11.2% | -6.1% |
| YTD | -18.4% | +10.8% | -29.2% | -20.3% |
| 1Y | -20.1% | +10.3% | -30.4% | -22.1% |
| All | -20.1% | +9.8% | -29.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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