+248.5%
ALAB vs REPL
+188.1%
+60.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.4% |
| 7D | -7.5% | +12.7% | -20.2% | -7.7% |
| 30D | -36.8% | +73.5% | -110.3% | -37.7% |
| 3M | -31.9% | +70.3% | -102.2% | -32.8% |
| 6M | +8.2% | +472.0% | -463.8% | +3.5% |
| YTD | +29.9% | +139.5% | -109.6% | +26.4% |
| 1Y | +24.4% | +167.3% | -142.9% | +20.6% |
| All | +248.5% | +188.1% | +60.4% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling