-98.0%
AMC vs REPL
-6.0%
-92.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.4% |
| 7D | +2.3% | -3.0% | +5.3% | +2.5% |
| 30D | -0.7% | +27.1% | -27.9% | -2.4% |
| 3M | +35.2% | +52.4% | -17.2% | +27.5% |
| 6M | +124.6% | +107.4% | +17.1% | +93.5% |
| YTD | +69.9% | +54.7% | +15.1% | +49.4% |
| 1Y | -2.6% | +158.9% | -161.4% | -21.2% |
| 3Y | -79.8% | -23.7% | -56.0% | -84.9% |
| 5Y | -99.4% | -54.3% | -45.1% | -99.5% |
| All | -98.0% | -6.0% | -92.0% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling