-37.0%
APP vs REPL
+152.6%
-189.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.0% | +1.9% | +9.9% |
| 7D | +71.2% | +22.8% | +48.4% | +71.5% |
| 30D | +39.1% | +63.8% | -24.7% | +39.6% |
| 3M | +16.5% | +68.1% | -51.6% | +17.1% |
| 6M | -16.6% | +528.5% | -545.0% | -16.6% |
| YTD | -41.9% | +122.4% | -164.4% | -32.8% |
| 1Y | -37.0% | +154.4% | -191.4% | -32.0% |
| All | -37.0% | +152.6% | -189.6% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling