-20.3%
AMT vs REPL
-35.6%
+15.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -2.7% |
| 7D | +0.5% | +22.8% | -22.2% | +0.4% |
| 30D | +13.6% | +63.8% | -50.2% | +13.2% |
| 3M | +11.5% | +68.1% | -56.7% | +11.0% |
| 6M | +6.9% | +528.5% | -521.6% | +4.4% |
| YTD | +10.8% | +122.4% | -111.6% | +8.9% |
| 1Y | +10.3% | +154.4% | -144.0% | +8.1% |
| 3Y | +12.4% | +68.0% | -55.6% | +3.5% |
| All | -20.3% | -35.6% | +15.3% | -23.2% |
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