+141.2%
AAPL vs REPL
-29.4%
+170.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.7% |
| 7D | +5.0% | +12.7% | -7.7% | +4.9% |
| 30D | +3.5% | +73.5% | -69.9% | +3.1% |
| 3M | +13.1% | +70.3% | -57.2% | +12.5% |
| 6M | +19.0% | +472.0% | -453.0% | +14.9% |
| YTD | +28.5% | +139.5% | -111.0% | +24.6% |
| 1Y | +29.7% | +167.3% | -137.6% | +25.3% |
| 3Y | +89.2% | +109.5% | -20.3% | +67.2% |
| 5Y | +141.2% | -29.9% | +171.1% | +146.8% |
| All | +141.2% | -29.4% | +170.6% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling