-97.5%
AMC vs REPL
+37.4%
-134.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.4% |
| 7D | +8.4% | +9.8% | -1.3% | +7.8% |
| 30D | +9.2% | +81.5% | -72.4% | +5.1% |
| 3M | +32.0% | +44.2% | -12.2% | +28.7% |
| 6M | +149.3% | +437.4% | -288.2% | +111.0% |
| YTD | +114.1% | +126.1% | -12.0% | +83.5% |
| 1Y | +35.8% | +143.1% | -107.4% | +15.7% |
| 3Y | -58.3% | +97.8% | -156.1% | -71.9% |
| 5Y | -99.2% | -34.3% | -64.9% | -99.4% |
| All | -97.5% | +37.4% | -134.9% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling