+88.9%
AMD vs REPL
+152.6%
-63.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.0% | +3.0% | +10.8% |
| 7D | -11.0% | +22.8% | -33.8% | -11.5% |
| 30D | -30.5% | +63.8% | -94.3% | -31.5% |
| 3M | -8.2% | +68.1% | -76.3% | -9.7% |
| 6M | +6.6% | +528.5% | -521.9% | -0.2% |
| YTD | +109.7% | +122.4% | -12.8% | +95.7% |
| 1Y | +88.9% | +154.4% | -65.4% | +68.2% |
| All | +88.9% | +152.6% | -63.7% | +68.2% |
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 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