+143.2%
APD vs REPL
+25.1%
+118.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.9% |
| 7D | -0.7% | +15.1% | -15.8% | -1.1% |
| 30D | +10.1% | +51.1% | -41.0% | +8.8% |
| 3M | +4.9% | +69.2% | -64.4% | +3.2% |
| 6M | +2.5% | +597.6% | -595.1% | -6.0% |
| YTD | +27.8% | +106.0% | -78.2% | +19.9% |
| 1Y | +32.9% | +133.3% | -100.5% | +24.0% |
| 3Y | +13.4% | +41.0% | -27.6% | -4.1% |
| 5Y | +12.8% | -40.1% | +53.0% | -0.3% |
| All | +143.2% | +25.1% | +118.1% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling