+44.4%
REPL vs AMBA
+51.7%
-7.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.2% | +2.7% | -1.4% | +0.5% |
| 30D | +92.2% | -2.2% | +94.4% | +92.4% |
| 3M | +44.1% | -26.6% | +70.8% | +54.0% |
| 6M | +313.0% | -26.8% | +339.8% | +319.8% |
| YTD | +125.2% | -15.1% | +140.3% | +110.8% |
| 1Y | +143.8% | -32.3% | +176.0% | +141.3% |
| 3Y | +104.2% | +19.8% | +84.4% | +58.2% |
| 5Y | -34.5% | -69.2% | +34.7% | -28.8% |
| All | +44.4% | +51.7% | -7.3% | -21.3% |
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