+134.9%
AS vs REPL
+177.9%
-43.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.4% |
| 7D | +6.9% | +22.8% | -15.8% | +6.7% |
| 30D | +16.0% | +63.8% | -47.8% | +15.4% |
| 3M | -12.8% | +68.1% | -81.0% | -13.3% |
| 6M | -15.4% | +528.5% | -543.9% | -18.4% |
| YTD | -15.7% | +122.4% | -138.2% | -17.9% |
| 1Y | +6.1% | +154.4% | -148.3% | +2.9% |
| All | +134.9% | +177.9% | -43.0% | +107.9% |
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 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