+154.4%
REPL vs ADVB
-77.7%
+232.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.8% | +7.7% |
| 7D | +22.8% | -13.9% | +36.7% | +24.1% |
| 30D | +63.8% | -68.1% | +131.9% | +78.7% |
| 3M | +68.1% | -73.4% | +141.5% | +85.3% |
| 6M | +528.5% | -70.8% | +599.3% | +455.8% |
| YTD | +122.4% | -66.1% | +188.5% | +94.2% |
| 1Y | +154.4% | -77.5% | +231.9% | +133.3% |
| All | +154.4% | -77.7% | +232.0% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling