+111.5%
AAPL vs REPL
-53.1%
+164.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +3.0% | +27.1% | -24.2% | +2.7% |
| 3M | +2.9% | +52.4% | -49.5% | +2.5% |
| 6M | +22.1% | +107.4% | -85.3% | +17.9% |
| YTD | +18.0% | +54.7% | -36.7% | +14.8% |
| 1Y | +33.9% | +158.9% | -124.9% | +26.7% |
| 3Y | +71.2% | -23.7% | +94.9% | +64.9% |
| All | +111.5% | -53.1% | +164.6% | +102.6% |
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 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