+27.9%
APD vs REPL
-54.3%
+82.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | +2.1% | +27.1% | -25.0% | +1.8% |
| 3M | +7.2% | +52.4% | -45.2% | +6.1% |
| 6M | +11.2% | +107.4% | -96.2% | +7.9% |
| YTD | +24.4% | +54.7% | -30.3% | +21.4% |
| 1Y | +6.7% | +158.9% | -152.2% | +1.5% |
| 3Y | +9.2% | -23.7% | +33.0% | +2.0% |
| All | +27.9% | -54.3% | +82.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling