-4.7%
REPL vs AMP
+357.0%
-361.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | +5.7% | -1.0% | +6.7% | +6.2% |
| 3M | +56.4% | +23.2% | +33.1% | +39.8% |
| 6M | +67.4% | +20.4% | +47.0% | +48.6% |
| YTD | +48.7% | +13.6% | +35.0% | +34.1% |
| 1Y | +148.3% | +13.4% | +134.9% | +122.9% |
| 3Y | -26.7% | +66.5% | -93.2% | -48.0% |
| 5Y | -54.1% | +120.2% | -174.4% | -73.1% |
| All | -4.7% | +357.0% | -361.7% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling