+85.8%
AMDL vs REPL
+152.6%
-66.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +8.0% | +14.3% | +21.8% |
| 7D | -26.2% | +22.8% | -49.0% | -27.0% |
| 30D | -57.1% | +63.8% | -120.9% | -58.3% |
| 3M | -29.8% | +68.1% | -98.0% | -32.0% |
| 6M | -22.2% | +528.5% | -550.7% | -31.6% |
| YTD | +142.1% | +122.4% | +19.7% | +114.0% |
| 1Y | +85.8% | +154.4% | -68.5% | +49.2% |
| All | +85.8% | +152.6% | -66.7% | +49.2% |
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