+44.4%
REPL vs ACM
+125.0%
-80.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.2% | +5.6% | -4.4% | -1.0% |
| 30D | +92.2% | +20.8% | +71.4% | +78.3% |
| 3M | +44.1% | +11.4% | +32.7% | +37.2% |
| 6M | +313.0% | +0.9% | +312.1% | +296.0% |
| YTD | +125.2% | -24.8% | +150.0% | +138.7% |
| 1Y | +143.8% | -46.4% | +190.2% | +211.8% |
| 3Y | +104.2% | -9.2% | +113.4% | +80.6% |
| 5Y | -34.5% | +5.0% | -39.5% | -47.7% |
| All | +44.4% | +125.0% | -80.6% | -37.6% |
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