+100.5%
AWK vs REPL
+39.1%
+61.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.8% |
| 7D | +1.2% | +14.2% | -13.0% | +1.0% |
| 30D | +15.8% | +65.9% | -50.1% | +14.7% |
| 3M | +11.0% | +84.6% | -73.6% | +9.7% |
| 6M | +21.0% | +446.9% | -425.9% | +14.8% |
| YTD | +16.7% | +129.0% | -112.3% | +11.4% |
| 1Y | +17.2% | +167.9% | -150.7% | +11.3% |
| 3Y | +29.2% | +93.9% | -64.7% | +13.6% |
| 5Y | -2.3% | -33.0% | +30.7% | -10.2% |
| All | +100.5% | +39.1% | +61.3% | +62.9% |
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