-33.7%
REPL vs ACM
+1.1%
-34.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.2% | +5.6% | -4.4% | +0.3% |
| 30D | +92.2% | +20.8% | +71.4% | +86.4% |
| 3M | +44.1% | +11.4% | +32.7% | +41.2% |
| 6M | +313.0% | +0.9% | +312.1% | +305.4% |
| YTD | +125.2% | -24.8% | +150.0% | +138.0% |
| 1Y | +143.8% | -46.4% | +190.2% | +205.9% |
| 3Y | +104.2% | -9.2% | +113.4% | +76.1% |
| All | -33.7% | +1.1% | -34.8% | -48.3% |
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