-0.8%
REPL vs AMP
+364.2%
-365.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.2% |
| 30D | +27.1% | -0.1% | +27.2% | +27.3% |
| 3M | +52.4% | +23.6% | +28.8% | +36.1% |
| 6M | +107.4% | +20.4% | +87.1% | +83.8% |
| YTD | +54.7% | +15.4% | +39.3% | +38.5% |
| 1Y | +158.9% | +11.0% | +147.9% | +134.4% |
| 3Y | -23.7% | +70.5% | -94.2% | -46.5% |
| 5Y | -54.3% | +121.4% | -175.7% | -73.2% |
| All | -0.8% | +364.2% | -365.0% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling