-99.2%
AMC vs REPL
-35.0%
-64.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +23.6% | +44.1% | -20.5% | +20.7% |
| 6M | +144.4% | +313.0% | -168.7% | +113.2% |
| YTD | +108.3% | +125.2% | -16.9% | +80.7% |
| 1Y | +38.9% | +143.8% | -104.9% | +19.7% |
| 3Y | -58.9% | +104.2% | -163.1% | -74.7% |
| All | -99.2% | -35.0% | -64.3% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling