+195.2%
AMD vs REPL
+161.1%
+34.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.7% |
| 7D | +2.6% | -3.0% | +5.5% | +2.6% |
| 30D | -0.9% | +27.1% | -28.1% | -1.6% |
| 3M | -8.7% | +52.4% | -61.1% | -10.2% |
| 6M | +136.3% | +107.4% | +28.9% | +124.8% |
| YTD | +123.0% | +54.7% | +68.3% | +113.8% |
| 1Y | +195.2% | +158.9% | +36.3% | +176.3% |
| All | +195.2% | +161.1% | +34.1% | +176.3% |
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