-99.3%
AMC vs REPL
-40.1%
-59.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -12.3% |
| 7D | 0.0% | +15.1% | -15.1% | -0.8% |
| 30D | +4.4% | +51.1% | -46.7% | +1.8% |
| 3M | +15.4% | +69.2% | -53.9% | +11.5% |
| 6M | +93.7% | +597.6% | -503.9% | +62.4% |
| YTD | +97.4% | +106.0% | -8.5% | +72.1% |
| 1Y | +23.2% | +133.3% | -110.1% | +6.3% |
| 3Y | -71.3% | +41.0% | -112.3% | -80.5% |
| 5Y | -99.3% | -40.1% | -59.1% | -99.4% |
| All | -99.3% | -40.1% | -59.2% | -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