+107.2%
APA vs REPL
+125.1%
-18.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.9% |
| 7D | -13.0% | +28.8% | -41.8% | -13.0% |
| 30D | +2.0% | +57.3% | -55.4% | +1.9% |
| 3M | +24.9% | +73.6% | -48.7% | +24.6% |
| 6M | +7.2% | +582.8% | -575.7% | +7.3% |
| YTD | +87.1% | +112.9% | -25.8% | +95.9% |
| 1Y | +107.2% | +130.7% | -23.5% | +113.0% |
| All | +107.2% | +125.1% | -18.0% | +113.0% |
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