-9.9%
ABT vs REPL
-53.9%
+44.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | -3.1% | -5.7% | +2.6% | -3.0% |
| 30D | -2.1% | +22.5% | -24.6% | -2.4% |
| 3M | +17.4% | +64.7% | -47.2% | +15.9% |
| 6M | -2.4% | +83.0% | -85.4% | -5.5% |
| YTD | -14.2% | +52.0% | -66.2% | -16.6% |
| 1Y | -18.3% | +144.5% | -162.9% | -22.6% |
| 3Y | +11.5% | -25.1% | +36.6% | +5.1% |
| 5Y | -9.9% | -52.9% | +43.0% | -19.6% |
| All | -9.9% | -53.9% | +44.0% | -19.6% |
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