-49.8%
REPL vs ABCL
-80.5%
+30.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.7% | +1.3% | +6.0% |
| 7D | +22.8% | -3.2% | +25.9% | +23.3% |
| 30D | +63.8% | -7.4% | +71.2% | +66.6% |
| 3M | +68.1% | +81.9% | -13.8% | +37.8% |
| 6M | +528.5% | +135.7% | +392.8% | +373.3% |
| YTD | +122.4% | +247.4% | -124.9% | +46.6% |
| 1Y | +154.4% | +162.3% | -7.9% | +79.5% |
| 3Y | +68.0% | +165.5% | -97.5% | +14.5% |
| 5Y | -35.4% | -21.3% | -14.1% | -48.6% |
| All | -49.8% | -80.5% | +30.7% | -58.0% |
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