-12.7%
REPL vs AMP
+358.4%
-371.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.3% | -8.7% | -8.5% |
| 7D | -13.4% | -2.0% | -11.4% | -12.5% |
| 30D | -3.0% | -1.7% | -1.3% | -2.2% |
| 3M | +56.3% | +23.2% | +33.1% | +39.8% |
| 6M | +60.9% | +22.2% | +38.7% | +41.6% |
| YTD | +36.2% | +14.0% | +22.2% | +22.7% |
| 1Y | +121.0% | +14.0% | +107.0% | +97.8% |
| 3Y | -32.8% | +67.0% | -99.8% | -52.4% |
| 5Y | -58.7% | +123.2% | -181.9% | -75.9% |
| All | -12.7% | +358.4% | -371.0% | -69.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling