+43.3%
AMAT vs REPL
+152.6%
-109.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +4.0% |
| 7D | -14.7% | +22.8% | -37.5% | -15.1% |
| 30D | -36.1% | +63.8% | -99.9% | -36.9% |
| 3M | -36.9% | +68.1% | -105.0% | -37.7% |
| 6M | -22.2% | +528.5% | -550.7% | -24.6% |
| YTD | +29.9% | +122.4% | -92.5% | +21.3% |
| 1Y | +43.3% | +154.4% | -111.1% | +25.5% |
| All | +43.3% | +152.6% | -109.3% | +25.5% |
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