+618.4%
AU vs REPL
-24.7%
+643.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -0.3% | -5.7% | +5.5% | -0.3% |
| 30D | +12.8% | +22.5% | -9.7% | +12.6% |
| 3M | +28.5% | +64.7% | -36.2% | +28.1% |
| 6M | +4.8% | +83.0% | -78.2% | +3.4% |
| YTD | +31.0% | +52.0% | -21.0% | +29.3% |
| 1Y | +81.4% | +144.5% | -63.1% | +77.9% |
| 3Y | +618.4% | -25.1% | +643.5% | +478.1% |
| All | +618.4% | -24.7% | +643.1% | +478.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling