+763.2%
AMAT vs REPL
+29.3%
+733.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.2% | +28.8% | -40.0% | -12.6% |
| 30D | -31.9% | +57.3% | -89.2% | -33.8% |
| 3M | -32.3% | +73.6% | -105.9% | -34.7% |
| 6M | -5.4% | +582.8% | -588.2% | -19.8% |
| YTD | +44.3% | +112.9% | -68.6% | +26.5% |
| 1Y | +61.4% | +130.7% | -69.3% | +40.5% |
| 3Y | +170.6% | +45.7% | +124.9% | +98.5% |
| 5Y | +156.4% | -37.9% | +194.4% | +105.1% |
| All | +763.2% | +29.3% | +733.9% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling