+117.1%
AMAT vs REPL
-40.1%
+157.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -13.5% |
| 7D | -24.3% | +15.1% | -39.4% | -24.7% |
| 30D | -39.8% | +51.1% | -90.9% | -40.7% |
| 3M | -40.2% | +69.2% | -109.4% | -41.4% |
| 6M | -22.1% | +597.6% | -619.7% | -29.0% |
| YTD | +24.7% | +106.0% | -81.3% | +16.0% |
| 1Y | +33.3% | +133.3% | -100.1% | +23.3% |
| 3Y | +133.9% | +41.0% | +92.9% | +97.1% |
| 5Y | +117.1% | -40.1% | +157.2% | +90.5% |
| All | +117.1% | -40.1% | +157.1% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling