+130.7%
REPL vs ALC
+4.2%
+126.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +3.6% |
| 7D | +28.8% | +10.7% | +18.1% | +35.5% |
| 30D | +57.3% | +20.2% | +37.2% | +73.5% |
| 3M | +73.6% | +8.9% | +64.7% | +77.7% |
| 6M | +582.8% | +5.7% | +577.1% | +596.3% |
| YTD | +112.9% | -1.4% | +114.3% | +123.3% |
| 1Y | +130.7% | +4.7% | +125.9% | +132.4% |
| All | +130.7% | +4.2% | +126.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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