-12.3%
AMRZ vs REPL
+125.1%
-137.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +10.3% | +28.8% | -18.5% | +10.4% |
| 30D | +18.7% | +57.3% | -38.7% | +18.9% |
| 3M | -14.6% | +73.6% | -88.2% | -14.5% |
| 6M | -12.9% | +582.8% | -595.7% | -11.4% |
| YTD | -17.4% | +112.9% | -130.2% | -16.4% |
| 1Y | -12.3% | +130.7% | -143.0% | -12.5% |
| All | -12.3% | +125.1% | -137.4% | -12.5% |
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