+68.3%
AU vs REPL
+126.3%
-58.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.4% | +4.1% | -4.2% |
| 7D | -7.0% | -13.4% | +6.4% | -6.9% |
| 30D | +7.3% | -3.0% | +10.3% | +7.3% |
| 3M | +33.2% | +56.3% | -23.1% | +32.8% |
| 6M | -0.6% | +60.9% | -61.5% | -2.2% |
| YTD | +26.2% | +36.2% | -10.1% | +24.3% |
| 1Y | +68.3% | +121.0% | -52.8% | +63.2% |
| All | +68.3% | +126.3% | -58.1% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling