+167.3%
REPL vs ADVB
-73.6%
+240.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +4.4% |
| 7D | +12.7% | -4.1% | +16.8% | +13.1% |
| 30D | +73.5% | -60.3% | +133.7% | +86.0% |
| 3M | +70.3% | -73.3% | +143.6% | +87.9% |
| 6M | +472.0% | -65.9% | +537.9% | +402.3% |
| YTD | +139.5% | -63.9% | +203.4% | +108.0% |
| 1Y | +167.3% | -74.1% | +241.4% | +138.8% |
| All | +167.3% | -73.6% | +240.9% | +138.8% |
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