+138.6%
REPL vs ADVB
-73.0%
+211.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.0% | -16.4% | -7.2% |
| 7D | +5.3% | +10.5% | -5.2% | +4.4% |
| 30D | +66.6% | -56.0% | +122.7% | +77.0% |
| 3M | +59.6% | -70.1% | +129.7% | +74.2% |
| 6M | +482.4% | -53.7% | +536.0% | +396.9% |
| YTD | +124.1% | -60.3% | +184.3% | +92.7% |
| 1Y | +138.6% | -73.1% | +211.7% | +107.5% |
| All | +138.6% | -73.0% | +211.6% | +107.5% |
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