-71.9%
AMC vs REPL
+37.4%
-109.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -12.4% |
| 7D | 0.0% | +15.1% | -15.1% | -0.4% |
| 30D | +4.4% | +51.1% | -46.7% | +3.0% |
| 3M | +15.4% | +69.2% | -53.9% | +13.3% |
| 6M | +93.7% | +597.6% | -503.9% | +76.6% |
| YTD | +97.4% | +106.0% | -8.5% | +83.2% |
| 1Y | +23.2% | +133.3% | -110.1% | +13.8% |
| All | -71.9% | +37.4% | -109.3% | -79.0% |
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