+267.2%
ALAB vs REPL
+172.0%
+95.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +26.9% | +9.8% | +17.1% | +26.6% |
| 30D | -30.0% | +81.5% | -111.5% | -31.0% |
| 3M | -28.5% | +44.2% | -72.8% | -29.3% |
| 6M | +11.4% | +437.4% | -426.0% | +6.8% |
| YTD | +36.9% | +126.1% | -89.2% | +33.4% |
| 1Y | +44.4% | +143.1% | -98.8% | +40.3% |
| All | +267.2% | +172.0% | +95.2% | +215.6% |
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