+130.7%
REPL vs AMP
+18.6%
+112.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.4% |
| 7D | +28.8% | +7.7% | +21.2% | +29.2% |
| 30D | +57.3% | +6.6% | +50.8% | +57.6% |
| 3M | +73.6% | -4.7% | +78.3% | +71.5% |
| 6M | +582.8% | +12.9% | +569.9% | +577.9% |
| YTD | +112.9% | +8.6% | +104.2% | +123.4% |
| 1Y | +130.7% | +18.2% | +112.4% | +134.0% |
| All | +130.7% | +18.6% | +112.1% | +134.0% |
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