+87.8%
APA vs REPL
-34.7%
+122.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +9.6% | +9.8% | -0.2% | +9.4% |
| 30D | -0.2% | +81.5% | -81.7% | -1.5% |
| 3M | +19.8% | +44.2% | -24.4% | +18.8% |
| 6M | +30.1% | +437.4% | -407.4% | +23.5% |
| YTD | +100.4% | +126.1% | -25.7% | +92.1% |
| 1Y | +105.2% | +143.1% | -37.9% | +96.2% |
| 3Y | +44.6% | +97.8% | -53.2% | +25.7% |
| All | +87.8% | -34.7% | +122.5% | +78.2% |
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