-2.6%
AMC vs REPL
+161.1%
-163.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.4% |
| 7D | +2.3% | -3.0% | +5.3% | +2.4% |
| 30D | -0.7% | +27.1% | -27.9% | -1.1% |
| 3M | +35.2% | +52.4% | -17.2% | +33.3% |
| 6M | +124.6% | +107.4% | +17.1% | +113.7% |
| YTD | +69.9% | +54.7% | +15.1% | +62.3% |
| 1Y | -2.6% | +158.9% | -161.4% | -7.8% |
| All | -2.6% | +161.1% | -163.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling