+765.7%
AMAT vs REPL
+36.8%
+728.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +11.4% | +1.2% | +10.1% | +11.2% |
| 30D | -17.0% | +92.2% | -109.2% | -20.3% |
| 3M | -30.6% | +44.1% | -74.7% | -32.3% |
| 6M | -14.9% | +313.0% | -328.0% | -25.1% |
| YTD | +44.7% | +125.2% | -80.5% | +26.5% |
| 1Y | +66.9% | +143.8% | -76.9% | +44.9% |
| 3Y | +153.3% | +104.2% | +49.1% | +77.7% |
| 5Y | +146.2% | -34.5% | +180.8% | +96.4% |
| All | +765.7% | +36.8% | +728.9% | +433.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling