-17.2%
AMRZ vs REPL
+142.3%
-159.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -4.0% | +9.8% | -13.8% | -4.0% |
| 30D | +12.4% | +81.5% | -69.1% | +12.6% |
| 3M | -11.5% | +44.2% | -55.7% | -11.4% |
| 6M | -21.6% | +437.4% | -459.0% | -20.6% |
| YTD | -23.4% | +126.1% | -149.5% | -23.0% |
| 1Y | -17.2% | +143.1% | -160.3% | -16.4% |
| All | -17.2% | +142.3% | -159.5% | -16.4% |
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