-53.0%
REPL vs AMBA
-54.5%
+1.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -3.0% | -11.0% | +8.0% | -0.8% |
| 30D | +27.1% | -23.2% | +50.3% | +33.4% |
| 3M | +52.4% | -12.7% | +65.1% | +56.6% |
| 6M | +107.4% | +11.2% | +96.2% | +88.3% |
| YTD | +54.7% | -11.2% | +66.0% | +46.6% |
| 1Y | +158.9% | -22.5% | +181.4% | +147.9% |
| 3Y | -23.7% | -1.3% | -22.4% | -34.6% |
| All | -53.0% | -54.5% | +1.5% | -56.2% |
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