+33.4%
AG vs REPL
+125.1%
-91.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +9.0% | +9.1% |
| 7D | -2.6% | +28.8% | -31.4% | -3.2% |
| 30D | -12.1% | +57.3% | -69.4% | -13.2% |
| 3M | -6.6% | +73.6% | -80.2% | -8.1% |
| 6M | -20.5% | +582.8% | -603.3% | -28.7% |
| YTD | -7.4% | +112.9% | -120.3% | -7.8% |
| 1Y | +33.4% | +130.7% | -97.3% | +22.1% |
| All | +33.4% | +125.1% | -91.7% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling