-34.3%
REPL vs ABCL
-23.2%
-11.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.9% |
| 7D | +9.8% | +4.4% | +5.4% | +8.3% |
| 30D | +81.5% | -7.9% | +89.4% | +85.6% |
| 3M | +44.2% | +12.2% | +32.0% | +35.3% |
| 6M | +437.4% | +134.7% | +302.7% | +278.7% |
| YTD | +126.1% | +239.8% | -113.6% | +35.6% |
| 1Y | +143.1% | +192.7% | -49.6% | +52.5% |
| 3Y | +97.8% | +187.6% | -89.8% | +20.0% |
| 5Y | -34.3% | -22.6% | -11.6% | -47.6% |
| All | -34.3% | -23.2% | -11.1% | -47.6% |
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