+23.3%
ABT vs REPL
+48.4%
-25.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.2% | -3.3% |
| 7D | +3.5% | +22.8% | -19.3% | +3.4% |
| 30D | +12.0% | +63.8% | -51.8% | +11.8% |
| 3M | +2.5% | +68.1% | -65.7% | +2.2% |
| 6M | +29.1% | +528.5% | -499.4% | +27.3% |
| YTD | -10.1% | +122.4% | -132.5% | -11.0% |
| 1Y | -9.8% | +154.4% | -164.2% | -10.9% |
| 3Y | +23.3% | +68.0% | -44.7% | +16.6% |
| All | +23.3% | +48.4% | -25.1% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling