+65.2%
ALAB vs REPL
+161.1%
-96.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.8% |
| 7D | +7.2% | -3.0% | +10.2% | +7.2% |
| 30D | -2.5% | +27.1% | -29.7% | -2.6% |
| 3M | -13.3% | +52.4% | -65.7% | -14.0% |
| 6M | +172.8% | +107.4% | +65.4% | +185.1% |
| YTD | +86.6% | +54.7% | +31.9% | +94.6% |
| 1Y | +65.2% | +158.9% | -93.7% | +73.6% |
| All | +65.2% | +161.1% | -96.0% | +73.6% |
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 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