-18.0%
AMT vs REPL
-35.3%
+17.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.2% |
| 7D | -2.2% | +9.8% | -12.0% | -2.2% |
| 30D | +5.8% | +81.5% | -75.7% | +5.3% |
| 3M | +12.6% | +44.2% | -31.7% | +12.3% |
| 6M | +8.3% | +437.4% | -429.1% | +6.1% |
| YTD | +11.4% | +126.1% | -114.7% | +9.5% |
| 1Y | +7.7% | +143.1% | -135.4% | +5.7% |
| 3Y | +14.8% | +97.8% | -83.0% | +3.7% |
| 5Y | -18.0% | -34.3% | +16.3% | -20.1% |
| All | -18.0% | -35.3% | +17.3% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling