+102.9%
ABT vs REPL
+45.5%
+57.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | +1.0% | +12.7% | -11.8% | +0.6% |
| 30D | +11.6% | +73.5% | -61.9% | +9.6% |
| 3M | +2.3% | +70.3% | -68.0% | +0.5% |
| 6M | +32.7% | +472.0% | -439.2% | +22.1% |
| YTD | -9.6% | +139.5% | -149.2% | -16.1% |
| 1Y | -10.1% | +167.3% | -177.4% | -17.0% |
| 3Y | +25.2% | +109.5% | -84.3% | +2.2% |
| 5Y | -4.5% | -29.9% | +25.4% | -16.5% |
| All | +102.9% | +45.5% | +57.4% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling