-35.1%
REPL vs AMBA
-70.4%
+35.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.1% | +1.9% | +6.8% |
| 7D | +22.8% | -7.2% | +30.0% | +24.4% |
| 30D | +63.8% | -10.4% | +74.2% | +66.8% |
| 3M | +68.1% | -30.1% | +98.2% | +78.3% |
| 6M | +528.5% | -22.4% | +550.9% | +529.2% |
| YTD | +122.4% | -17.3% | +139.8% | +112.4% |
| 1Y | +154.4% | -35.4% | +189.7% | +156.3% |
| 3Y | +68.0% | +18.6% | +49.4% | +35.4% |
| All | -35.1% | -70.4% | +35.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling