+10.2%
AMT vs REPL
+175.2%
-164.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.8% |
| 7D | +1.6% | +12.7% | -11.1% | +1.8% |
| 30D | +4.5% | +73.5% | -69.0% | +5.1% |
| 3M | +13.8% | +70.3% | -56.5% | +14.5% |
| 6M | +10.0% | +472.0% | -461.9% | +12.6% |
| YTD | +11.8% | +139.5% | -127.8% | +15.8% |
| 1Y | +10.2% | +167.3% | -157.0% | +8.3% |
| All | +10.2% | +175.2% | -164.9% | +8.3% |
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 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