+178.3%
AMZN vs REPL
-9.7%
+188.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -1.0% | -9.6% | +8.6% | -0.5% |
| 30D | -9.2% | +5.7% | -14.9% | -9.6% |
| 3M | +3.4% | +56.4% | -53.0% | -1.5% |
| 6M | +18.2% | +67.4% | -49.2% | +8.1% |
| YTD | +9.3% | +48.7% | -39.3% | +0.3% |
| 1Y | +5.9% | +148.3% | -142.3% | -8.1% |
| 3Y | +82.6% | -26.7% | +109.3% | +52.8% |
| 5Y | +44.9% | -54.1% | +99.0% | +23.1% |
| All | +178.3% | -9.7% | +188.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling