+3,022.5%
AMD vs REPL
+45.5%
+2,977.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.7% | +7.1% | +14.2% |
| 7D | +6.5% | +12.7% | -6.3% | +5.7% |
| 30D | -15.3% | +73.5% | -88.7% | -18.5% |
| 3M | +9.7% | +70.3% | -60.6% | +5.4% |
| 6M | +13.2% | +472.0% | -458.8% | -5.8% |
| YTD | +140.6% | +139.5% | +1.1% | +104.0% |
| 1Y | +111.2% | +167.3% | -56.1% | +77.2% |
| 3Y | +334.4% | +109.5% | +224.9% | +192.3% |
| 5Y | +268.3% | -29.9% | +298.3% | +181.6% |
| All | +3,022.5% | +45.5% | +2,977.0% | +1,933.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling