+2.9%
AWK vs STLA
-41.2%
+44.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | 0.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +4.3% | -5.2% | +9.5% | +4.3% |
| 3M | +12.5% | -24.9% | +37.4% | +12.8% |
| 6M | +3.3% | -25.2% | +28.5% | +3.6% |
| YTD | +9.8% | -51.4% | +61.2% | +11.2% |
| 1Y | +2.9% | -40.7% | +43.6% | +3.5% |
| All | +2.9% | -41.2% | +44.1% | +3.5% |
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