+158.9%
REPL vs AMP
+11.4%
+147.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.7% |
| 7D | -3.0% | +0.2% | -3.2% | -2.9% |
| 30D | +27.1% | -0.1% | +27.2% | +27.0% |
| 3M | +52.4% | +23.6% | +28.8% | +56.4% |
| 6M | +107.4% | +20.4% | +87.1% | +120.5% |
| YTD | +54.7% | +15.4% | +39.3% | +64.7% |
| 1Y | +158.9% | +11.0% | +147.9% | +148.9% |
| All | +158.9% | +11.4% | +147.5% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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