+803.3%
APP vs REPL
+37.4%
+765.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.3% | +31.0% |
| 7D | +39.7% | +15.1% | +24.6% | +39.6% |
| 30D | +27.7% | +51.1% | -23.4% | +27.5% |
| 3M | -14.8% | +69.2% | -84.0% | -15.0% |
| 6M | -25.5% | +597.6% | -623.1% | -27.6% |
| YTD | -47.2% | +106.0% | -153.1% | -47.9% |
| 1Y | -42.3% | +133.3% | -175.6% | -43.2% |
| All | +803.3% | +37.4% | +765.9% | +721.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling