+1.8%
AA vs REPL
+142.3%
-140.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.4% |
| 7D | +5.3% | +9.8% | -4.5% | +5.1% |
| 30D | -2.3% | +81.5% | -83.8% | -3.1% |
| 3M | -20.8% | +44.2% | -65.0% | -21.3% |
| 6M | -39.8% | +437.4% | -477.2% | -42.0% |
| YTD | -23.3% | +126.1% | -149.4% | -21.6% |
| 1Y | +1.8% | +143.1% | -141.3% | -1.1% |
| All | +1.8% | +142.3% | -140.5% | -1.1% |
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