+144.5%
REPL vs ALC
-12.7%
+157.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -3.4% |
| 7D | -5.7% | -3.7% | -2.1% | -8.6% |
| 30D | +22.5% | -3.7% | +26.2% | +18.5% |
| 3M | +64.7% | +4.6% | +60.1% | +73.6% |
| 6M | +83.0% | -14.6% | +97.6% | +79.9% |
| YTD | +52.0% | -11.9% | +63.8% | +52.5% |
| 1Y | +144.5% | -13.1% | +157.7% | +118.0% |
| All | +144.5% | -12.7% | +157.3% | +118.0% |
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