+55.0%
AMT vs REPL
-7.7%
+62.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.2% | -5.7% | +5.6% | -0.1% |
| 30D | +1.8% | +22.5% | -20.6% | +1.4% |
| 3M | -6.2% | +64.7% | -70.8% | -8.0% |
| 6M | -5.0% | +83.0% | -88.0% | -9.2% |
| YTD | +2.1% | +52.0% | -49.9% | -2.1% |
| 1Y | -5.7% | +144.5% | -150.3% | -12.4% |
| 3Y | +7.9% | -25.1% | +33.0% | -2.1% |
| 5Y | -32.3% | -52.9% | +20.5% | -38.1% |
| All | +55.0% | -7.7% | +62.7% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling