+42.6%
REPL vs AMBA
+47.7%
-5.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.1% | +1.9% | +6.5% |
| 7D | +22.8% | -7.2% | +30.0% | +25.0% |
| 30D | +63.8% | -10.4% | +74.2% | +67.8% |
| 3M | +68.1% | -30.1% | +98.2% | +81.5% |
| 6M | +528.5% | -22.4% | +550.9% | +530.0% |
| YTD | +122.4% | -17.3% | +139.8% | +109.8% |
| 1Y | +154.4% | -35.4% | +189.7% | +155.2% |
| 3Y | +68.0% | +18.6% | +49.4% | +30.2% |
| 5Y | -35.4% | -69.8% | +34.5% | -29.5% |
| All | +42.6% | +47.7% | -5.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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