+95.0%
AMDL vs REPL
+76.3%
+18.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.3% |
| 7D | +4.5% | -3.0% | +7.5% | +4.7% |
| 30D | -4.4% | +27.1% | -31.5% | -6.0% |
| 3M | -30.5% | +52.4% | -82.9% | -33.6% |
| 6M | +300.9% | +107.4% | +193.4% | +252.6% |
| YTD | +219.9% | +54.7% | +165.2% | +187.3% |
| 1Y | +374.7% | +158.9% | +215.8% | +298.5% |
| All | +95.0% | +76.3% | +18.7% | +43.3% |
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