-24.2%
REPL vs ALC
-13.3%
-10.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.7% |
| 7D | -3.0% | -2.1% | -0.9% | -3.0% |
| 30D | +27.1% | -0.1% | +27.2% | +27.2% |
| 3M | +52.4% | +5.9% | +46.5% | +52.2% |
| 6M | +107.4% | -15.9% | +123.4% | +113.5% |
| YTD | +54.7% | -10.1% | +64.8% | +55.7% |
| 1Y | +158.9% | -10.2% | +169.1% | +159.4% |
| All | -24.2% | -13.3% | -10.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling