+104.2%
REPL vs ABCL
+185.8%
-81.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.2% | -3.3% | +4.5% | +2.5% |
| 30D | +92.2% | -7.1% | +99.3% | +96.0% |
| 3M | +44.1% | +4.7% | +39.4% | +38.4% |
| 6M | +313.0% | +140.9% | +172.1% | +185.8% |
| YTD | +125.2% | +236.0% | -110.8% | +34.0% |
| 1Y | +143.8% | +217.4% | -73.6% | +47.3% |
| 3Y | +104.2% | +188.7% | -84.5% | +8.8% |
| All | +104.2% | +185.8% | -81.6% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling