+53.6%
REPL vs ACM
+125.4%
-71.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +12.7% | +6.6% | +6.1% | +9.8% |
| 30D | +73.5% | +19.8% | +53.7% | +61.5% |
| 3M | +70.3% | -3.1% | +73.4% | +70.7% |
| 6M | +472.0% | -11.5% | +483.5% | +480.3% |
| YTD | +139.5% | -24.7% | +164.2% | +153.6% |
| 1Y | +167.3% | -45.1% | +212.3% | +236.8% |
| 3Y | +109.5% | -8.9% | +118.4% | +84.9% |
| 5Y | -29.9% | +5.4% | -35.3% | -44.1% |
| All | +53.6% | +125.4% | -71.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling