+29.7%
AAPL vs REPL
+175.2%
-145.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.5% |
| 7D | +5.0% | +12.7% | -7.7% | +5.3% |
| 30D | +3.5% | +73.5% | -69.9% | +5.0% |
| 3M | +13.1% | +70.3% | -57.2% | +14.7% |
| 6M | +19.0% | +472.0% | -453.0% | +22.7% |
| YTD | +28.5% | +139.5% | -111.0% | +33.0% |
| 1Y | +29.7% | +167.3% | -137.6% | +31.6% |
| All | +29.7% | +175.2% | -145.5% | +31.6% |
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 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