+24.9%
APA vs REPL
+39.1%
-14.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.3% |
| 7D | -8.7% | +14.2% | -23.0% | -9.4% |
| 30D | -2.4% | +65.9% | -68.3% | -5.3% |
| 3M | +19.0% | +84.6% | -65.6% | +14.6% |
| 6M | +26.8% | +446.9% | -420.1% | +9.4% |
| YTD | +87.3% | +129.0% | -41.7% | +64.2% |
| 1Y | +92.3% | +167.9% | -75.6% | +66.5% |
| 3Y | +37.3% | +93.9% | -56.7% | -3.0% |
| 5Y | +73.2% | -33.0% | +106.2% | +37.8% |
| All | +24.9% | +39.1% | -14.2% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling