+61.4%
AMAT vs REPL
+125.1%
-63.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.2% | +28.8% | -40.0% | -11.7% |
| 30D | -31.9% | +57.3% | -89.2% | -32.6% |
| 3M | -32.3% | +73.6% | -105.9% | -33.2% |
| 6M | -5.4% | +582.8% | -588.2% | -8.0% |
| YTD | +44.3% | +112.9% | -68.6% | +33.7% |
| 1Y | +61.4% | +130.7% | -69.3% | +46.1% |
| All | +61.4% | +125.1% | -63.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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