+18.2%
ALB vs REPL
+35.1%
-16.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.5% |
| 7D | +9.1% | +22.8% | -13.7% | +8.0% |
| 30D | -3.4% | +63.8% | -67.2% | -5.8% |
| 3M | -20.6% | +68.1% | -88.7% | -22.8% |
| 6M | -48.2% | +528.5% | -576.7% | -54.8% |
| YTD | -29.2% | +122.4% | -151.7% | -36.6% |
| 1Y | +10.0% | +154.4% | -144.4% | -2.5% |
| 3Y | -12.9% | +68.0% | -80.9% | -35.8% |
| 5Y | -61.3% | -35.4% | -25.9% | -68.4% |
| All | +18.2% | +35.1% | -16.9% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling