+150.4%
APD vs REPL
+36.8%
+113.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +3.8% | +1.2% | +2.6% | +3.8% |
| 30D | +8.2% | +92.2% | -84.0% | +6.2% |
| 3M | +4.3% | +44.1% | -39.8% | +3.1% |
| 6M | +4.7% | +313.0% | -308.3% | -1.7% |
| YTD | +31.5% | +125.2% | -93.7% | +23.1% |
| 1Y | +23.5% | +143.8% | -120.2% | +15.2% |
| 3Y | +29.1% | +104.2% | -75.1% | +6.1% |
| 5Y | +15.9% | -34.5% | +50.4% | +2.1% |
| All | +150.4% | +36.8% | +113.5% | +86.0% |
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 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