+400.4%
ALAB vs REPL
+86.1%
+314.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.8% |
| 7D | +7.2% | -3.0% | +10.2% | +7.3% |
| 30D | -2.5% | +27.1% | -29.7% | -3.1% |
| 3M | -13.3% | +52.4% | -65.7% | -15.0% |
| 6M | +172.8% | +107.4% | +65.4% | +166.0% |
| YTD | +86.6% | +54.7% | +31.9% | +83.6% |
| 1Y | +65.2% | +158.9% | -93.7% | +57.5% |
| All | +400.4% | +86.1% | +314.3% | +334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling