+102.0%
AWK vs REPL
+45.5%
+56.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | +2.7% | +12.7% | -10.0% | +2.5% |
| 30D | +16.7% | +73.5% | -56.8% | +15.5% |
| 3M | +11.7% | +70.3% | -58.6% | +10.6% |
| 6M | +21.9% | +472.0% | -450.1% | +15.6% |
| YTD | +17.6% | +139.5% | -121.9% | +12.2% |
| 1Y | +19.8% | +167.3% | -147.5% | +13.9% |
| 3Y | +31.0% | +109.5% | -78.6% | +14.9% |
| 5Y | -3.0% | -29.9% | +26.9% | -10.9% |
| All | +102.0% | +45.5% | +56.5% | +64.0% |
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