+156.8%
AWK vs STLA
+12.4%
+144.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.1% |
| 7D | +2.7% | -4.9% | +7.6% | +3.1% |
| 30D | +16.7% | -4.9% | +21.6% | +17.0% |
| 3M | +11.7% | -23.7% | +35.4% | +14.1% |
| 6M | +21.9% | -45.0% | +66.9% | +27.8% |
| YTD | +17.6% | -60.9% | +78.5% | +26.6% |
| 1Y | +19.8% | -58.9% | +78.7% | +28.2% |
| 3Y | +31.0% | -74.4% | +105.4% | +45.8% |
| 5Y | -3.0% | -71.5% | +68.6% | +4.4% |
| 10Y | +156.8% | +5.3% | +151.5% | +130.1% |
| All | +156.8% | +12.4% | +144.4% | +130.1% |
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