-34.3%
REPL vs ALM
+387.9%
-422.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | +9.8% | -4.0% | +13.8% | +10.0% |
| 30D | +81.5% | -30.5% | +112.0% | +84.5% |
| 3M | +44.2% | -46.9% | +91.1% | +48.2% |
| 6M | +437.4% | -65.5% | +502.9% | +462.8% |
| YTD | +126.1% | -13.4% | +139.5% | +105.4% |
| 1Y | +143.1% | +9.8% | +133.4% | +113.8% |
| 3Y | +97.8% | +783.1% | -685.3% | +40.3% |
| 5Y | -34.3% | +378.3% | -412.6% | -52.4% |
| All | -34.3% | +387.9% | -422.2% | -52.4% |
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