+391.7%
APP vs REPL
-50.8%
+442.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.3% |
| 7D | +0.9% | -3.0% | +3.8% | +1.0% |
| 30D | -23.3% | +27.1% | -50.4% | -24.3% |
| 3M | -42.6% | +52.4% | -95.0% | -45.1% |
| 6M | -33.6% | +107.4% | -141.1% | -41.4% |
| YTD | -52.4% | +54.7% | -107.2% | -57.0% |
| 1Y | -35.9% | +158.9% | -194.7% | -47.1% |
| 3Y | +642.2% | -23.7% | +665.9% | +499.3% |
| 5Y | +311.1% | -54.3% | +365.4% | +247.3% |
| All | +391.7% | -50.8% | +442.4% | +315.6% |
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