+17,067.1%
CPRT vs AMT
+1,444.4%
+15,622.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +4.0% | +1.6% | +2.3% | +3.7% |
| 30D | +18.2% | +4.5% | +13.8% | +17.4% |
| 3M | +9.2% | +13.8% | -4.6% | +6.7% |
| 6M | -4.8% | +10.0% | -14.9% | -6.5% |
| YTD | -17.5% | +11.8% | -29.3% | -19.3% |
| 1Y | -22.0% | +10.2% | -32.2% | -23.6% |
| 3Y | -33.7% | +15.1% | -48.9% | -36.2% |
| 5Y | -15.0% | -18.8% | +3.9% | -13.8% |
| 10Y | +385.2% | +133.7% | +251.5% | +317.5% |
| All | +17,067.1% | +1,444.4% | +15,622.6% | +11,421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling