+30.4%
AA vs REPL
-6.0%
+36.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | +5.0% | +27.1% | -22.2% | +3.0% |
| 3M | -35.8% | +52.4% | -88.2% | -39.7% |
| 6M | -18.4% | +107.4% | -125.8% | -30.6% |
| YTD | -5.5% | +54.7% | -60.2% | -17.7% |
| 1Y | +61.0% | +158.9% | -97.9% | +28.1% |
| 3Y | +66.2% | -23.7% | +89.9% | +24.1% |
| 5Y | +11.4% | -54.3% | +65.7% | -13.3% |
| All | +30.4% | -6.0% | +36.4% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling