+823.2%
AMAT vs REPL
+36.1%
+787.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +6.4% |
| 7D | +7.0% | +5.3% | +1.7% | +6.6% |
| 30D | -20.6% | +66.6% | -87.2% | -23.1% |
| 3M | -24.8% | +59.6% | -84.3% | -27.0% |
| 6M | -10.7% | +482.4% | -493.1% | -23.4% |
| YTD | +54.3% | +124.1% | -69.8% | +34.9% |
| 1Y | +73.7% | +138.6% | -64.8% | +51.1% |
| 3Y | +168.4% | +96.0% | +72.4% | +89.4% |
| 5Y | +167.6% | -35.4% | +202.9% | +113.7% |
| All | +823.2% | +36.1% | +787.0% | +469.3% |
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