+70.3%
REPL vs AMP
-6.1%
+76.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +12.7% | +3.3% | +9.4% | +11.0% |
| 30D | +73.5% | +4.2% | +69.2% | +68.6% |
| 3M | +70.3% | -6.4% | +76.7% | +70.0% |
| All | +70.3% | -6.1% | +76.4% | +70.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling