+1,518.3%
AU vs REPL
-6.0%
+1,524.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.3% |
| 7D | -3.6% | -3.0% | -0.7% | -3.6% |
| 30D | +23.9% | +27.1% | -3.3% | +23.3% |
| 3M | +19.1% | +52.4% | -33.3% | +17.5% |
| 6M | -0.2% | +107.4% | -107.6% | -4.1% |
| YTD | +32.5% | +54.7% | -22.3% | +28.0% |
| 1Y | +96.9% | +158.9% | -61.9% | +86.2% |
| 3Y | +614.7% | -23.7% | +638.5% | +562.0% |
| 5Y | +647.7% | -54.3% | +702.0% | +596.7% |
| All | +1,518.3% | -6.0% | +1,524.3% | +1,319.7% |
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