+203.0%
AMAT vs REPL
-22.6%
+225.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | -1.5% | -3.0% | +1.5% | -1.5% |
| 30D | -14.8% | +27.1% | -41.9% | -15.2% |
| 3M | -9.3% | +52.4% | -61.7% | -10.6% |
| 6M | +27.4% | +107.4% | -80.1% | +23.5% |
| YTD | +77.6% | +54.7% | +22.8% | +72.8% |
| 1Y | +188.9% | +158.9% | +30.1% | +176.7% |
| All | +203.0% | -22.6% | +225.7% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling