-17.0%
AMRZ vs REPL
+118.6%
-135.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.4% |
| 7D | +2.5% | +15.1% | -12.6% | +2.5% |
| 30D | +14.4% | +51.1% | -36.7% | +14.3% |
| 3M | -19.2% | +69.2% | -88.4% | -19.3% |
| 6M | -19.7% | +597.6% | -617.3% | -20.3% |
| YTD | -20.2% | +106.0% | -126.1% | -20.3% |
| 1Y | -15.1% | +133.3% | -148.4% | -15.3% |
| All | -17.0% | +118.6% | -135.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling