+3.9%
AA vs REPL
+175.2%
-171.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -4.5% |
| 7D | +1.2% | +12.7% | -11.5% | +1.1% |
| 30D | -5.0% | +73.5% | -78.5% | -5.7% |
| 3M | -22.2% | +70.3% | -92.5% | -22.8% |
| 6M | -36.3% | +472.0% | -508.3% | -38.6% |
| YTD | -24.2% | +139.5% | -163.7% | -24.1% |
| 1Y | +3.9% | +167.3% | -163.4% | -3.4% |
| All | +3.9% | +175.2% | -171.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling