-14.7%
AMRZ vs REPL
+152.6%
-167.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | +1.2% | +22.8% | -21.6% | +1.2% |
| 30D | +15.1% | +63.8% | -48.7% | +15.3% |
| 3M | -18.1% | +68.1% | -86.2% | -17.9% |
| 6M | -23.5% | +528.5% | -551.9% | -22.2% |
| YTD | -21.6% | +122.4% | -144.0% | -21.0% |
| 1Y | -14.7% | +154.4% | -169.1% | -14.8% |
| All | -14.7% | +152.6% | -167.3% | -14.8% |
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