+2,794.4%
AMD vs REPL
-6.0%
+2,800.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.8% |
| 7D | +2.6% | -3.0% | +5.5% | +2.8% |
| 30D | -0.9% | +27.1% | -28.1% | -2.7% |
| 3M | -8.7% | +52.4% | -61.1% | -13.9% |
| 6M | +136.3% | +107.4% | +28.9% | +102.3% |
| YTD | +123.0% | +54.7% | +68.3% | +95.3% |
| 1Y | +195.2% | +158.9% | +36.3% | +136.6% |
| 3Y | +336.3% | -23.7% | +360.1% | +231.8% |
| 5Y | +334.5% | -54.3% | +388.8% | +242.3% |
| All | +2,794.4% | -6.0% | +2,800.4% | +1,846.7% |
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