+194.9%
AMZN vs REPL
+37.4%
+157.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.8% | +9.8% | -7.0% | +2.3% |
| 30D | +3.4% | +81.5% | -78.1% | +0.1% |
| 3M | +0.1% | +44.2% | -44.2% | -2.1% |
| 6M | +0.6% | +437.4% | -436.8% | -10.8% |
| YTD | +15.9% | +126.1% | -110.3% | +3.7% |
| 1Y | +9.5% | +143.1% | -133.6% | -2.4% |
| 3Y | +86.3% | +97.8% | -11.5% | +42.8% |
| 5Y | +51.7% | -34.3% | +86.0% | +26.7% |
| All | +194.9% | +37.4% | +157.5% | +92.5% |
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