-33.0%
REPL vs ABCL
-18.8%
-14.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.3% | +1.2% |
| 7D | +14.2% | +12.4% | +1.8% | +9.6% |
| 30D | +65.9% | -0.4% | +66.2% | +65.0% |
| 3M | +84.6% | +80.4% | +4.2% | +45.4% |
| 6M | +446.9% | +138.5% | +308.4% | +282.1% |
| YTD | +129.0% | +265.5% | -136.5% | +33.9% |
| 1Y | +167.9% | +219.7% | -51.8% | +63.0% |
| 3Y | +93.9% | +209.4% | -115.5% | +14.7% |
| 5Y | -33.0% | -15.0% | -17.9% | -48.1% |
| All | -33.0% | -18.8% | -14.1% | -48.1% |
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