+700.5%
AU vs REPL
-53.9%
+754.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | +0.6% | -9.6% | +10.2% | +0.7% |
| 30D | +12.3% | +5.7% | +6.6% | +12.2% |
| 3M | +29.4% | +56.4% | -27.0% | +28.3% |
| 6M | +3.2% | +67.4% | -64.2% | +0.8% |
| YTD | +31.8% | +48.7% | -16.9% | +28.8% |
| 1Y | +83.4% | +148.3% | -64.9% | +76.5% |
| 3Y | +623.1% | -26.7% | +649.8% | +580.8% |
| 5Y | +700.5% | -54.1% | +754.6% | +624.6% |
| All | +700.5% | -53.9% | +754.4% | +624.6% |
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