+87.5%
AMZN vs REPL
-25.2%
+112.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | -5.2% | +27.1% | -32.3% | -5.8% |
| 3M | +1.9% | +52.4% | -50.5% | -0.9% |
| 6M | +19.2% | +107.4% | -88.2% | +15.4% |
| YTD | +12.0% | +54.7% | -42.7% | +8.6% |
| 1Y | +9.7% | +158.9% | -149.2% | +5.5% |
| All | +87.5% | -25.2% | +112.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling