-29.9%
REPL vs AMP
+84.2%
-114.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +12.7% | +3.3% | +9.4% | +11.4% |
| 30D | +73.5% | +4.2% | +69.2% | +70.9% |
| 3M | +70.3% | -6.4% | +76.7% | +74.0% |
| 6M | +472.0% | +12.4% | +459.6% | +443.0% |
| YTD | +139.5% | +7.4% | +132.1% | +126.7% |
| 1Y | +167.3% | +14.7% | +152.6% | +145.5% |
| 3Y | +109.5% | +60.8% | +48.7% | +60.7% |
| 5Y | -29.9% | +83.4% | -113.3% | -50.8% |
| All | -29.9% | +84.2% | -114.2% | -50.8% |
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