+154.4%
REPL vs ALC
+2.0%
+152.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +6.9% |
| 7D | +22.8% | +4.9% | +17.9% | +25.7% |
| 30D | +63.8% | +19.0% | +44.8% | +80.4% |
| 3M | +68.1% | +7.8% | +60.4% | +72.5% |
| 6M | +528.5% | +14.6% | +513.9% | +585.3% |
| YTD | +122.4% | -4.4% | +126.9% | +130.1% |
| 1Y | +154.4% | +1.4% | +153.0% | +155.3% |
| All | +154.4% | +2.0% | +152.4% | +155.3% |
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