+69.7%
AMT vs REPL
+45.5%
+24.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | +1.6% | +12.7% | -11.1% | +1.4% |
| 30D | +4.5% | +73.5% | -69.0% | +3.3% |
| 3M | +13.8% | +70.3% | -56.5% | +12.5% |
| 6M | +10.0% | +472.0% | -461.9% | +3.9% |
| YTD | +11.8% | +139.5% | -127.8% | +6.2% |
| 1Y | +10.2% | +167.3% | -157.0% | +4.3% |
| 3Y | +15.1% | +109.5% | -94.4% | -1.4% |
| 5Y | -18.8% | -29.9% | +11.1% | -26.1% |
| All | +69.7% | +45.5% | +24.2% | +37.0% |
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