-0.8%
REPL vs AMBA
+58.7%
-59.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -3.0% | -11.0% | +8.0% | -0.1% |
| 30D | +27.1% | -23.2% | +50.3% | +35.3% |
| 3M | +52.4% | -12.7% | +65.1% | +56.6% |
| 6M | +107.4% | +11.2% | +96.2% | +84.4% |
| YTD | +54.7% | -11.2% | +66.0% | +44.7% |
| 1Y | +158.9% | -22.5% | +181.4% | +144.9% |
| 3Y | -23.7% | -1.3% | -22.4% | -36.4% |
| 5Y | -54.3% | -54.2% | -0.2% | -56.9% |
| All | -0.8% | +58.7% | -59.5% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling