+962.5%
AMAT vs REPL
-6.0%
+968.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | -1.5% | -3.0% | +1.5% | -1.4% |
| 30D | -14.8% | +27.1% | -41.9% | -16.1% |
| 3M | -9.3% | +52.4% | -61.7% | -13.7% |
| 6M | +27.4% | +107.4% | -80.1% | +12.0% |
| YTD | +77.6% | +54.7% | +22.8% | +59.0% |
| 1Y | +188.9% | +158.9% | +30.1% | +139.1% |
| 3Y | +202.3% | -23.7% | +226.0% | +138.1% |
| 5Y | +248.9% | -54.3% | +303.2% | +184.2% |
| All | +962.5% | -6.0% | +968.5% | +571.1% |
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