+55.1%
AMT vs REPL
-6.0%
+61.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | +4.6% | +27.1% | -22.5% | +4.1% |
| 3M | -8.4% | +52.4% | -60.8% | -10.0% |
| 6M | -6.0% | +107.4% | -113.5% | -10.6% |
| YTD | +2.1% | +54.7% | -52.6% | -2.0% |
| 1Y | -6.4% | +158.9% | -165.2% | -13.2% |
| 3Y | +8.1% | -23.7% | +31.8% | -2.0% |
| 5Y | -31.9% | -54.3% | +22.4% | -37.5% |
| All | +55.1% | -6.0% | +61.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling