+40.7%
AMC vs REPL
+147.5%
-106.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -1.0% |
| 7D | -2.8% | +5.3% | -8.1% | -2.9% |
| 30D | +14.0% | +66.6% | -52.6% | +12.7% |
| 3M | +42.5% | +59.6% | -17.1% | +41.0% |
| 6M | +142.6% | +482.4% | -339.8% | +127.3% |
| YTD | +119.2% | +124.1% | -4.8% | +109.0% |
| 1Y | +40.7% | +138.6% | -97.8% | +30.1% |
| All | +40.7% | +147.5% | -106.8% | +30.1% |
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 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