+155.6%
REPL vs AMBA
-33.2%
+188.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +3.4% |
| 7D | +14.2% | 0.0% | +14.3% | +14.1% |
| 30D | +65.9% | -8.6% | +74.5% | +64.3% |
| 3M | +84.6% | -29.0% | +113.5% | +78.6% |
| 6M | +446.9% | -19.2% | +466.1% | +403.0% |
| YTD | +129.0% | -13.0% | +142.0% | +127.2% |
| All | +155.6% | -33.2% | +188.8% | +148.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling