+126.7%
AMAT vs REPL
-35.6%
+162.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.9% |
| 7D | -14.7% | +22.8% | -37.5% | -15.3% |
| 30D | -36.1% | +63.8% | -99.9% | -37.3% |
| 3M | -36.9% | +68.1% | -105.0% | -38.1% |
| 6M | -22.2% | +528.5% | -550.7% | -28.8% |
| YTD | +29.9% | +122.4% | -92.5% | +20.6% |
| 1Y | +43.3% | +154.4% | -111.1% | +32.1% |
| 3Y | +142.7% | +68.0% | +74.7% | +100.1% |
| All | +126.7% | -35.6% | +162.3% | +111.7% |
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 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