+158.6%
AWK vs STLA
-4.1%
+162.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +0.1% | -13.8% | +13.9% | +1.4% |
| 30D | +14.3% | -10.5% | +24.8% | +15.2% |
| 3M | +10.3% | -28.9% | +39.2% | +13.2% |
| 6M | +18.9% | -49.7% | +68.7% | +25.7% |
| YTD | +17.7% | -64.9% | +82.6% | +27.9% |
| 1Y | +16.9% | -64.0% | +80.9% | +26.5% |
| 3Y | +32.2% | -77.4% | +109.6% | +48.8% |
| 5Y | -2.2% | -74.4% | +72.3% | +6.2% |
| All | +158.6% | -4.1% | +162.7% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling