-35.1%
REPL vs ALC
-11.2%
-23.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +8.6% |
| 7D | +22.8% | +4.9% | +17.9% | +21.0% |
| 30D | +63.8% | +19.0% | +44.8% | +56.0% |
| 3M | +68.1% | +7.8% | +60.4% | +64.4% |
| 6M | +528.5% | +14.6% | +513.9% | +496.9% |
| YTD | +122.4% | -4.4% | +126.9% | +117.9% |
| 1Y | +154.4% | +1.4% | +153.0% | +141.3% |
| 3Y | +68.0% | +2.5% | +65.5% | +45.0% |
| All | -35.1% | -11.2% | -23.9% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling