+97.8%
ABT vs REPL
-6.0%
+103.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.7% | -3.0% | -0.7% | -3.6% |
| 30D | +2.5% | +27.1% | -24.7% | +1.7% |
| 3M | +20.2% | +52.4% | -32.2% | +17.1% |
| 6M | -2.9% | +107.4% | -110.4% | -9.6% |
| YTD | -11.9% | +54.7% | -66.7% | -17.1% |
| 1Y | -16.5% | +158.9% | -175.4% | -25.0% |
| 3Y | +12.1% | -23.7% | +35.8% | -2.2% |
| 5Y | -7.4% | -54.3% | +46.9% | -18.0% |
| All | +97.8% | -6.0% | +103.8% | +47.1% |
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