+20.0%
AWK vs STLA
-53.0%
+73.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +2.1% |
| 7D | +7.0% | -0.6% | +7.7% | +7.0% |
| 30D | +17.0% | +3.6% | +13.5% | +17.0% |
| 3M | +12.4% | -20.6% | +33.0% | +12.9% |
| 6M | +19.6% | -34.3% | +53.9% | +20.2% |
| YTD | +17.0% | -57.3% | +74.3% | +20.1% |
| 1Y | +20.0% | -52.6% | +72.7% | +20.5% |
| All | +20.0% | -53.0% | +73.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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