-35.1%
REPL vs ALM
+396.4%
-431.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.9% |
| 7D | +22.8% | -6.7% | +29.4% | +23.2% |
| 30D | +63.8% | -32.9% | +96.7% | +66.8% |
| 3M | +68.1% | -39.5% | +107.6% | +71.7% |
| 6M | +528.5% | -62.0% | +590.5% | +554.6% |
| YTD | +122.4% | -7.8% | +130.3% | +101.6% |
| 1Y | +154.4% | +26.7% | +127.7% | +120.8% |
| 3Y | +68.0% | +825.4% | -757.4% | +19.1% |
| All | -35.1% | +396.4% | -431.5% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling