+70.5%
REPL vs ADVB
-97.6%
+168.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.5% | +6.3% | -2.9% |
| 7D | +15.1% | -28.0% | +43.2% | +16.2% |
| 30D | +51.1% | -70.2% | +121.3% | +56.7% |
| 3M | +69.2% | -76.1% | +145.3% | +76.2% |
| 6M | +597.6% | -72.3% | +669.9% | +556.0% |
| YTD | +106.0% | -67.5% | +173.4% | +96.2% |
| 1Y | +133.3% | -78.6% | +211.9% | +114.4% |
| All | +70.5% | -97.6% | +168.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling