-48.4%
REPL vs ABCL
-79.5%
+31.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.3% | +1.4% |
| 7D | +14.2% | +12.4% | +1.8% | +10.4% |
| 30D | +65.9% | -0.4% | +66.2% | +65.2% |
| 3M | +84.6% | +80.4% | +4.2% | +51.9% |
| 6M | +446.9% | +138.5% | +308.4% | +308.9% |
| YTD | +129.0% | +265.5% | -136.5% | +48.7% |
| 1Y | +167.9% | +219.7% | -51.8% | +79.5% |
| 3Y | +93.9% | +209.4% | -115.5% | +27.6% |
| 5Y | -33.0% | -15.0% | -17.9% | -47.6% |
| All | -48.4% | -79.5% | +31.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling