+528.5%
REPL vs ACM
-20.8%
+549.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +22.8% | +5.4% | +17.4% | +26.2% |
| 30D | +63.8% | +15.1% | +48.7% | +78.2% |
| 3M | +68.1% | -10.5% | +78.6% | +51.5% |
| 6M | +528.5% | -19.7% | +548.2% | +457.4% |
| All | +528.5% | -20.8% | +549.3% | +457.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling