+145.4%
APD vs REPL
+45.5%
+99.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -0.2% | +12.7% | -13.0% | -0.6% |
| 30D | +11.0% | +73.5% | -62.5% | +9.2% |
| 3M | +1.3% | +70.3% | -69.0% | -0.3% |
| 6M | +6.4% | +472.0% | -465.6% | -1.4% |
| YTD | +28.9% | +139.5% | -110.6% | +20.5% |
| 1Y | +23.2% | +167.3% | -144.0% | +14.6% |
| 3Y | +26.3% | +109.5% | -83.2% | +4.0% |
| 5Y | +12.0% | -29.9% | +42.0% | -1.5% |
| All | +145.4% | +45.5% | +99.9% | +82.1% |
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