+2,350.9%
AMD vs REPL
+25.1%
+2,325.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -17.0% |
| 7D | -28.6% | +15.1% | -43.7% | -29.3% |
| 30D | -37.7% | +51.1% | -88.8% | -39.6% |
| 3M | -16.1% | +69.2% | -85.3% | -19.5% |
| 6M | +13.8% | +597.6% | -583.7% | -6.9% |
| YTD | +88.8% | +106.0% | -17.1% | +61.7% |
| 1Y | +57.8% | +133.3% | -75.6% | +33.5% |
| 3Y | +260.3% | +41.0% | +219.3% | +154.1% |
| 5Y | +196.6% | -40.1% | +236.8% | +129.2% |
| All | +2,350.9% | +25.1% | +2,325.8% | +1,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling