+8.3%
AMCR vs REPL
+144.6%
-136.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | +3.6% | +92.2% | -88.6% | +4.4% |
| 3M | -4.2% | +44.1% | -48.3% | -3.8% |
| 6M | +15.5% | +313.0% | -297.5% | +18.0% |
| YTD | +9.7% | +125.2% | -115.5% | +6.4% |
| 1Y | +8.3% | +143.8% | -135.5% | +4.7% |
| All | +8.3% | +144.6% | -136.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling