+139.5%
APD vs REPL
+35.1%
+104.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.7% |
| 7D | -3.7% | +22.8% | -26.4% | -4.2% |
| 30D | +9.6% | +63.8% | -54.2% | +8.0% |
| 3M | +1.6% | +68.1% | -66.5% | 0.0% |
| 6M | +2.2% | +528.5% | -526.3% | -5.8% |
| YTD | +25.9% | +122.4% | -96.6% | +17.9% |
| 1Y | +20.1% | +154.4% | -134.2% | +11.8% |
| 3Y | +12.4% | +68.0% | -55.6% | -5.9% |
| 5Y | +11.1% | -35.4% | +46.5% | -2.0% |
| All | +139.5% | +35.1% | +104.4% | +78.1% |
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 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