-4.2%
ABT vs REPL
-35.6%
+31.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.2% | -3.3% |
| 7D | +3.5% | +22.8% | -19.3% | +3.2% |
| 30D | +12.0% | +63.8% | -51.8% | +11.2% |
| 3M | +2.5% | +68.1% | -65.7% | +1.6% |
| 6M | +29.1% | +528.5% | -499.4% | +23.5% |
| YTD | -10.1% | +122.4% | -132.5% | -13.2% |
| 1Y | -9.8% | +154.4% | -164.2% | -13.3% |
| 3Y | +23.3% | +68.0% | -44.7% | +9.8% |
| All | -4.2% | -35.6% | +31.4% | -16.3% |
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