+1,265.0%
AU vs REPL
+36.1%
+1,228.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -5.0% | +59.6% | -64.5% | -5.8% |
| 6M | -13.5% | +482.4% | -495.9% | -17.6% |
| YTD | +11.7% | +124.1% | -112.3% | +7.2% |
| 1Y | +21.3% | +138.6% | -117.2% | +16.2% |
| 3Y | +545.0% | +96.0% | +448.9% | +479.8% |
| 5Y | +412.0% | -35.4% | +447.3% | +374.4% |
| All | +1,265.0% | +36.1% | +1,228.9% | +1,089.2% |
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 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