+100.7%
ABT vs REPL
+36.1%
+64.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -0.9% |
| 7D | -5.4% | +5.3% | -10.7% | -5.5% |
| 30D | +8.0% | +66.6% | -58.6% | +6.2% |
| 3M | +0.2% | +59.6% | -59.3% | -1.4% |
| 6M | +34.1% | +482.4% | -448.2% | +23.3% |
| YTD | -10.6% | +124.1% | -134.7% | -16.9% |
| 1Y | -11.8% | +138.6% | -150.4% | -18.3% |
| 3Y | +23.9% | +96.0% | -72.2% | +1.3% |
| 5Y | -5.1% | -35.4% | +30.3% | -16.7% |
| All | +100.7% | +36.1% | +64.6% | +47.4% |
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