-35.1%
REPL vs ACM
-2.7%
-32.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +22.8% | +5.4% | +17.4% | +21.7% |
| 30D | +63.8% | +15.1% | +48.7% | +60.3% |
| 3M | +68.1% | -10.5% | +78.6% | +70.9% |
| 6M | +528.5% | -19.7% | +548.2% | +556.8% |
| YTD | +122.4% | -28.8% | +151.3% | +137.3% |
| 1Y | +154.4% | -47.9% | +202.2% | +216.9% |
| 3Y | +68.0% | -12.4% | +80.3% | +44.5% |
| All | -35.1% | -2.7% | -32.4% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling