+47.3%
AMZN vs REPL
-54.3%
+101.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +1.9% | +52.4% | -50.5% | -2.1% |
| 6M | +19.2% | +107.4% | -88.2% | +10.7% |
| YTD | +12.0% | +54.7% | -42.7% | +5.0% |
| 1Y | +9.7% | +158.9% | -149.2% | -1.1% |
| 3Y | +87.2% | -23.7% | +110.9% | +71.2% |
| All | +47.3% | -54.3% | +101.6% | +32.1% |
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 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