+446.2%
APP vs REPL
-34.4%
+480.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.3% | +31.2% |
| 7D | +39.7% | +15.1% | +24.6% | +38.7% |
| 30D | +27.7% | +51.1% | -23.4% | +25.1% |
| 3M | -14.8% | +69.2% | -84.0% | -17.3% |
| 6M | -25.5% | +597.6% | -623.1% | -37.0% |
| YTD | -47.2% | +106.0% | -153.1% | -53.0% |
| 1Y | -42.3% | +133.3% | -175.6% | -49.2% |
| 3Y | +806.8% | +41.0% | +765.8% | +536.2% |
| 5Y | +261.6% | -40.1% | +301.8% | +203.5% |
| All | +446.2% | -34.4% | +480.6% | +354.3% |
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