+144.4%
APD vs REPL
+39.1%
+105.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +2.0% |
| 7D | -1.6% | +14.2% | -15.8% | -1.9% |
| 30D | +10.6% | +65.9% | -55.3% | +9.0% |
| 3M | +2.5% | +84.6% | -82.1% | +0.6% |
| 6M | +6.0% | +446.9% | -441.0% | -1.7% |
| YTD | +28.4% | +129.0% | -100.6% | +20.2% |
| 1Y | +22.2% | +167.9% | -145.7% | +13.5% |
| 3Y | +26.6% | +93.9% | -67.3% | +4.7% |
| 5Y | +11.8% | -33.0% | +44.7% | -1.6% |
| All | +144.4% | +39.1% | +105.3% | +81.6% |
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