+143.8%
REPL vs AMP
+12.5%
+131.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +1.2% | +3.9% | -2.7% | +1.3% |
| 30D | +92.2% | +5.1% | +87.1% | +92.4% |
| 3M | +44.1% | -8.7% | +52.8% | +41.7% |
| 6M | +313.0% | +11.4% | +301.6% | +310.5% |
| YTD | +125.2% | +7.3% | +117.9% | +136.2% |
| 1Y | +143.8% | +14.6% | +129.2% | +154.9% |
| All | +143.8% | +12.5% | +131.3% | +154.9% |
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