+199.0%
AMD vs REPL
-35.6%
+234.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.0% | +3.0% | +10.7% |
| 7D | -11.0% | +22.8% | -33.8% | -11.9% |
| 30D | -30.5% | +63.8% | -94.3% | -32.2% |
| 3M | -8.2% | +68.1% | -76.3% | -10.8% |
| 6M | +6.6% | +528.5% | -521.9% | -6.6% |
| YTD | +109.7% | +122.4% | -12.8% | +88.2% |
| 1Y | +88.9% | +154.4% | -65.4% | +68.0% |
| 3Y | +301.8% | +68.0% | +233.8% | +210.5% |
| All | +199.0% | -35.6% | +234.7% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling