-71.3%
AMC vs REPL
+48.4%
-119.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.0% | +1.7% |
| 7D | +2.6% | +22.8% | -20.2% | +2.0% |
| 30D | +9.0% | +63.8% | -54.8% | +7.3% |
| 3M | +22.2% | +68.1% | -45.9% | +20.0% |
| 6M | +91.5% | +528.5% | -437.0% | +75.1% |
| YTD | +101.3% | +122.4% | -21.1% | +86.3% |
| 1Y | +20.8% | +154.4% | -133.6% | +11.2% |
| 3Y | -71.3% | +68.0% | -139.3% | -78.6% |
| All | -71.3% | +48.4% | -119.7% | -78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling