+44.4%
REPL vs AMP
+331.6%
-287.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +1.2% | +3.9% | -2.7% | -0.6% |
| 30D | +92.2% | +5.1% | +87.1% | +87.5% |
| 3M | +44.1% | -8.7% | +52.8% | +50.2% |
| 6M | +313.0% | +11.4% | +301.6% | +287.0% |
| YTD | +125.2% | +7.3% | +117.9% | +108.3% |
| 1Y | +143.8% | +14.6% | +129.2% | +117.6% |
| 3Y | +104.2% | +61.2% | +43.0% | +46.9% |
| 5Y | -34.5% | +81.0% | -115.6% | -57.3% |
| All | +44.4% | +331.6% | -287.2% | -47.4% |
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