-0.9%
AWK vs REPL
-35.6%
+34.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.5% |
| 7D | +4.1% | +22.8% | -18.7% | +3.9% |
| 30D | +18.0% | +63.8% | -45.8% | +17.6% |
| 3M | +12.2% | +68.1% | -55.9% | +11.8% |
| 6M | +21.2% | +528.5% | -507.3% | +18.0% |
| YTD | +17.6% | +122.4% | -104.9% | +15.1% |
| 1Y | +19.2% | +154.4% | -135.1% | +16.5% |
| 3Y | +26.7% | +68.0% | -41.3% | +17.7% |
| All | -0.9% | -35.6% | +34.7% | -5.3% |
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