+99.5%
AWK vs REPL
+37.4%
+62.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -2.6% | +9.8% | -12.4% | -2.8% |
| 30D | +14.2% | +81.5% | -67.3% | +12.9% |
| 3M | +10.0% | +44.2% | -34.2% | +9.2% |
| 6M | +17.1% | +437.4% | -420.3% | +11.2% |
| YTD | +16.1% | +126.1% | -110.0% | +10.9% |
| 1Y | +17.5% | +143.1% | -125.6% | +11.9% |
| 3Y | +29.3% | +97.8% | -68.5% | +13.5% |
| 5Y | -3.5% | -34.3% | +30.8% | -11.2% |
| All | +99.5% | +37.4% | +62.1% | +62.1% |
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 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