-46.0%
REPL vs ABCL
-79.6%
+33.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +12.7% | +2.3% | +10.4% | +12.0% |
| 30D | +73.5% | -0.7% | +74.1% | +72.9% |
| 3M | +70.3% | +33.4% | +36.9% | +53.9% |
| 6M | +472.0% | +137.8% | +334.2% | +328.0% |
| YTD | +139.5% | +264.3% | -124.8% | +55.6% |
| 1Y | +167.3% | +209.2% | -41.9% | +80.7% |
| 3Y | +109.5% | +208.4% | -98.9% | +38.0% |
| 5Y | -29.9% | -11.9% | -18.0% | -45.3% |
| All | -46.0% | -79.6% | +33.6% | -55.4% |
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