-97.5%
AMC vs REPL
+39.1%
-136.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +8.1% |
| 7D | +6.6% | +14.2% | -7.6% | +5.7% |
| 30D | +14.1% | +65.9% | -51.8% | +10.4% |
| 3M | +31.3% | +84.6% | -53.3% | +25.9% |
| 6M | +126.7% | +446.9% | -320.3% | +91.5% |
| YTD | +117.9% | +129.0% | -11.1% | +86.7% |
| 1Y | +41.1% | +167.9% | -126.8% | +19.3% |
| 3Y | -61.0% | +93.9% | -154.9% | -73.5% |
| 5Y | -99.1% | -33.0% | -66.2% | -99.4% |
| All | -97.5% | +39.1% | -136.6% | -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