-40.1%
REPL vs ABCL
-30.0%
-10.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.1% | 0.0% |
| 7D | +15.1% | -14.9% | +30.0% | +20.8% |
| 30D | +51.1% | -15.4% | +66.5% | +58.8% |
| 3M | +69.2% | +88.0% | -18.8% | +31.0% |
| 6M | +597.6% | +138.8% | +458.7% | +391.2% |
| YTD | +106.0% | +225.4% | -119.5% | +25.4% |
| 1Y | +133.3% | +137.3% | -4.0% | +56.7% |
| 3Y | +41.0% | +136.8% | -95.8% | -8.9% |
| 5Y | -40.1% | -26.2% | -13.9% | -52.0% |
| All | -40.1% | -30.0% | -10.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling