-29.2%
APP vs REPL
+145.6%
-174.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.7% |
| 7D | +10.6% | +9.8% | +0.8% | +10.6% |
| 30D | +44.6% | +81.5% | -36.9% | +45.3% |
| 3M | +29.6% | +44.2% | -14.6% | +30.0% |
| 6M | -19.8% | +437.4% | -457.2% | -19.5% |
| YTD | -41.6% | +126.1% | -167.7% | -30.3% |
| All | -29.2% | +145.6% | -174.8% | -17.0% |
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