+138.6%
REPL vs ALC
-4.7%
+143.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.3% | -7.6% |
| 7D | +5.3% | -6.3% | +11.5% | +1.8% |
| 30D | +66.6% | +12.6% | +54.0% | +78.7% |
| 3M | +59.6% | -3.8% | +63.4% | +49.7% |
| 6M | +482.4% | +16.8% | +465.5% | +558.7% |
| YTD | +124.1% | -7.6% | +131.7% | +127.9% |
| 1Y | +138.6% | -5.9% | +144.4% | +142.4% |
| All | +138.6% | -4.7% | +143.2% | +142.4% |
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