+20.0%
AWK vs REPL
+125.1%
-105.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +7.0% | +28.8% | -21.8% | +7.2% |
| 30D | +17.0% | +57.3% | -40.3% | +17.4% |
| 3M | +12.4% | +73.6% | -61.2% | +12.8% |
| 6M | +19.6% | +582.8% | -563.2% | +18.7% |
| YTD | +17.0% | +112.9% | -95.8% | +15.4% |
| 1Y | +20.0% | +130.7% | -110.6% | +20.6% |
| All | +20.0% | +125.1% | -105.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling