+42.6%
REPL vs ACM
+113.0%
-70.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +22.8% | +5.4% | +17.4% | +20.3% |
| 30D | +63.8% | +15.1% | +48.7% | +55.1% |
| 3M | +68.1% | -10.5% | +78.6% | +73.8% |
| 6M | +528.5% | -19.7% | +548.2% | +566.2% |
| YTD | +122.4% | -28.8% | +151.3% | +141.2% |
| 1Y | +154.4% | -47.9% | +202.2% | +227.4% |
| 3Y | +68.0% | -12.4% | +80.3% | +50.1% |
| 5Y | -35.4% | +0.6% | -35.9% | -47.5% |
| All | +42.6% | +113.0% | -70.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling