+119.6%
AMDL vs REPL
+155.3%
-35.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -6.4% | +20.8% | +14.7% |
| 7D | +18.5% | +5.3% | +13.2% | +18.3% |
| 30D | -24.2% | +66.6% | -90.9% | -26.7% |
| 3M | +11.5% | +59.6% | -48.1% | +7.9% |
| 6M | -1.0% | +482.4% | -483.4% | -15.4% |
| YTD | +260.3% | +124.1% | +136.2% | +215.2% |
| 1Y | +178.2% | +138.6% | +39.6% | +142.2% |
| All | +119.6% | +155.3% | -35.7% | +57.2% |
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 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