-65.1%
REPL vs ABCL
-81.3%
+16.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +27.1% | +93.1% | -65.9% | +3.5% |
| 3M | +52.4% | +79.4% | -27.1% | +25.2% |
| 6M | +107.4% | +214.9% | -107.4% | +44.2% |
| YTD | +54.7% | +234.2% | -179.5% | +4.1% |
| 1Y | +158.9% | +174.8% | -15.9% | +82.2% |
| 3Y | -23.7% | +104.5% | -128.2% | -44.6% |
| 5Y | -54.3% | -39.0% | -15.3% | -62.4% |
| All | -65.1% | -81.3% | +16.1% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling