+120.4%
AS vs REPL
+93.3%
+27.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.6% |
| 7D | -4.9% | -3.0% | -1.9% | -4.9% |
| 30D | -19.6% | +27.1% | -46.7% | -19.8% |
| 3M | -14.4% | +52.4% | -66.8% | -14.9% |
| 6M | -20.1% | +107.4% | -127.6% | -22.4% |
| YTD | -20.9% | +54.7% | -75.7% | -22.7% |
| 1Y | -21.9% | +158.9% | -180.7% | -25.6% |
| All | +120.4% | +93.3% | +27.1% | +95.8% |
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