+6.7%
APD vs REPL
+161.1%
-154.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | +2.1% | +27.1% | -25.0% | +2.3% |
| 3M | +7.2% | +52.4% | -45.2% | +8.1% |
| 6M | +11.2% | +107.4% | -96.2% | +13.1% |
| YTD | +24.4% | +54.7% | -30.3% | +26.2% |
| 1Y | +6.7% | +158.9% | -152.2% | +8.5% |
| All | +6.7% | +161.1% | -154.4% | +8.5% |
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