+138.6%
REPL vs ALM
+14.6%
+123.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.7% | -6.4% |
| 7D | +5.3% | -7.2% | +12.4% | +4.3% |
| 30D | +66.6% | -26.4% | +93.0% | +59.8% |
| 3M | +59.6% | -38.6% | +98.2% | +50.9% |
| 6M | +482.4% | -61.0% | +543.3% | +409.7% |
| YTD | +124.1% | -7.4% | +131.5% | +81.0% |
| 1Y | +138.6% | +14.0% | +124.6% | +86.1% |
| All | +138.6% | +14.6% | +123.9% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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