-97.6%
AMC vs REPL
+36.8%
-134.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +12.5% | +92.2% | -79.7% | +7.9% |
| 3M | +23.6% | +44.1% | -20.5% | +20.4% |
| 6M | +144.4% | +313.0% | -168.7% | +111.2% |
| YTD | +108.3% | +125.2% | -16.9% | +78.6% |
| 1Y | +38.9% | +143.8% | -104.9% | +18.3% |
| 3Y | -58.9% | +104.2% | -163.1% | -72.4% |
| 5Y | -99.2% | -34.5% | -64.6% | -99.4% |
| All | -97.6% | +36.8% | -134.4% | -98.7% |
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 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