+3,136.7%
AMD vs REPL
+36.8%
+3,099.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.3% | -8.7% |
| 7D | +18.9% | +1.2% | +17.7% | +18.8% |
| 30D | -6.4% | +92.2% | -98.6% | -10.7% |
| 3M | +10.6% | +44.1% | -33.5% | +7.4% |
| 6M | +19.9% | +313.0% | -293.1% | +2.7% |
| YTD | +149.4% | +125.2% | +24.2% | +112.2% |
| 1Y | +115.4% | +143.8% | -28.4% | +81.9% |
| 3Y | +357.3% | +104.2% | +253.1% | +206.9% |
| 5Y | +261.1% | -34.5% | +295.7% | +177.3% |
| All | +3,136.7% | +36.8% | +3,099.9% | +2,015.2% |
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