+689.1%
AAPL vs REPL
+36.1%
+653.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.5% | +2.2% |
| 7D | +1.8% | +5.3% | -3.5% | +1.6% |
| 30D | +4.3% | +66.6% | -62.3% | +2.7% |
| 3M | +16.6% | +59.6% | -42.9% | +14.8% |
| 6M | +21.6% | +482.4% | -460.7% | +10.6% |
| YTD | +31.2% | +124.1% | -92.9% | +21.0% |
| 1Y | +29.6% | +138.6% | -109.0% | +19.0% |
| 3Y | +93.1% | +96.0% | -2.9% | +53.8% |
| 5Y | +146.2% | -35.4% | +181.6% | +114.3% |
| All | +689.1% | +36.1% | +653.0% | +425.6% |
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