+149.3%
APD vs REPL
+36.1%
+113.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.1% |
| 7D | -1.2% | +5.3% | -6.4% | -1.3% |
| 30D | +11.0% | +66.6% | -55.6% | +9.4% |
| 3M | +2.6% | +59.6% | -57.0% | +1.1% |
| 6M | +4.8% | +482.4% | -477.5% | -3.0% |
| YTD | +31.0% | +124.1% | -93.1% | +22.6% |
| 1Y | +23.4% | +138.6% | -115.2% | +15.2% |
| 3Y | +28.4% | +96.0% | -67.7% | +5.9% |
| 5Y | +15.2% | -35.4% | +50.6% | +1.6% |
| All | +149.3% | +36.1% | +113.2% | +85.3% |
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