+48.6%
AMZN vs REPL
-35.6%
+84.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.7% |
| 7D | +7.9% | +22.8% | -14.9% | +7.0% |
| 30D | -0.2% | +63.8% | -64.0% | -2.4% |
| 3M | -4.8% | +68.1% | -72.9% | -7.0% |
| 6M | -5.7% | +528.5% | -534.2% | -14.1% |
| YTD | +12.3% | +122.4% | -110.1% | +3.6% |
| 1Y | +6.7% | +154.4% | -147.7% | -2.2% |
| 3Y | +85.6% | +68.0% | +17.6% | +53.4% |
| All | +48.6% | -35.6% | +84.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling