+133.7%
AS vs REPL
+157.3%
-23.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.2% |
| 7D | +7.1% | +15.1% | -8.0% | +7.0% |
| 30D | +12.8% | +51.1% | -38.3% | +12.4% |
| 3M | -14.7% | +69.2% | -84.0% | -15.2% |
| 6M | -9.9% | +597.6% | -607.5% | -13.5% |
| YTD | -16.1% | +106.0% | -122.1% | -18.2% |
| 1Y | +0.2% | +133.3% | -133.2% | -2.7% |
| All | +133.7% | +157.3% | -23.6% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling