-99.3%
AMC vs REPL
-35.6%
-63.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.0% | +1.5% |
| 7D | +2.6% | +22.8% | -20.2% | +1.4% |
| 30D | +9.0% | +63.8% | -54.8% | +5.8% |
| 3M | +22.2% | +68.1% | -45.9% | +18.2% |
| 6M | +91.5% | +528.5% | -437.0% | +61.8% |
| YTD | +101.3% | +122.4% | -21.1% | +74.7% |
| 1Y | +20.8% | +154.4% | -133.6% | +3.7% |
| 3Y | -71.3% | +68.0% | -139.3% | -81.3% |
| All | -99.3% | -35.6% | -63.7% | -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