+32.1%
REPL vs AMBA
+39.2%
-7.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -0.9% |
| 7D | +15.1% | -14.6% | +29.7% | +19.5% |
| 30D | +51.1% | -18.8% | +69.9% | +58.5% |
| 3M | +69.2% | -32.6% | +101.8% | +84.3% |
| 6M | +597.6% | -25.8% | +623.4% | +606.7% |
| YTD | +106.0% | -22.1% | +128.1% | +97.1% |
| 1Y | +133.3% | -36.2% | +169.6% | +133.8% |
| 3Y | +41.0% | +10.0% | +31.0% | +11.5% |
| 5Y | -40.1% | -71.6% | +31.4% | -33.8% |
| All | +32.1% | +39.2% | -7.2% | -26.4% |
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 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