-52.9%
REPL vs AMP
+122.1%
-174.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.7% | +2.6% | -8.3% | -6.6% |
| 30D | +22.5% | +0.8% | +21.6% | +22.2% |
| 3M | +64.7% | +24.3% | +40.4% | +50.9% |
| 6M | +83.0% | +20.6% | +62.5% | +67.7% |
| YTD | +52.0% | +14.6% | +37.3% | +40.6% |
| 1Y | +144.5% | +14.5% | +130.0% | +125.2% |
| 3Y | -25.1% | +67.9% | -93.0% | -43.5% |
| 5Y | -52.9% | +122.5% | -175.4% | -70.0% |
| All | -52.9% | +122.1% | -174.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling