+554.4%
AU vs REPL
+96.7%
+457.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.5% | -1.9% |
| 7D | +4.7% | +5.3% | -0.6% | +4.6% |
| 30D | -1.5% | +66.6% | -68.2% | -1.8% |
| 3M | -5.0% | +59.6% | -64.5% | -5.3% |
| 6M | -13.5% | +482.4% | -495.9% | -15.1% |
| YTD | +11.7% | +124.1% | -112.3% | +10.1% |
| 1Y | +21.3% | +138.6% | -117.2% | +19.4% |
| All | +554.4% | +96.7% | +457.7% | +505.5% |
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